Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.49% | 5.95 CHF | 5.98 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 122,728 CHF | 123,328 CHF | 99.49% | 99.49% |
19/11/2024 | 0.52% | 5.83 CHF | 5.86 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,000 CHF | 58,300 CHF | 97.55% | 97.55% |
18/11/2024 | 0.47% | 6.36 CHF | 6.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 126,100 CHF | 126,700 CHF | 99.40% | 99.40% |
15/11/2024 | 0.48% | 6.19 CHF | 6.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 123,442 CHF | 124,042 CHF | 98.85% | 98.85% |
14/11/2024 | 0.51% | 6.07 CHF | 6.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 117,761 CHF | 118,361 CHF | 99.50% | 99.50% |
13/11/2024 | 0.52% | 5.37 CHF | 5.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 114,937 CHF | 115,537 CHF | 95.89% | 95.89% |
12/11/2024 | 0.49% | 5.78 CHF | 5.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,319 CHF | 61,619 CHF | 99.57% | 99.57% |
11/11/2024 | 0.49% | 6.42 CHF | 6.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 121,887 CHF | 122,487 CHF | 94.72% | 94.72% |
08/11/2024 | 0.53% | 5.51 CHF | 5.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 56,650 CHF | 56,950 CHF | 91.96% | 91.96% |
07/11/2024 | 0.45% | 6.40 CHF | 6.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,164 CHF | 66,464 CHF | 99.53% | 99.53% |