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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.63% | 5.74 CHF | 5.76 CHF | 20,000 | 20,000 | 12,171 | 7,474 | 69,234 CHF | 42,948 CHF | 99.60% | 99.60% |
20/11/2024 | 0.64% | 5.35 CHF | 5.37 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 67,020 CHF | 41,259 CHF | 99.60% | 99.60% |
19/11/2024 | 0.65% | 5.70 CHF | 5.72 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 67,059 CHF | 41,618 CHF | 99.61% | 99.61% |
18/11/2024 | 0.67% | 5.63 CHF | 5.65 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 65,229 CHF | 40,698 CHF | 99.62% | 99.62% |
15/11/2024 | 0.66% | 5.20 CHF | 5.22 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 64,868 CHF | 39,791 CHF | 99.62% | 99.62% |
14/11/2024 | 0.68% | 5.45 CHF | 5.47 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 64,238 CHF | 39,961 CHF | 99.61% | 99.61% |
13/11/2024 | 0.70% | 5.13 CHF | 5.15 CHF | 20,000 | 20,000 | 12,229 | 7,566 | 61,978 CHF | 38,614 CHF | 96.99% | 96.99% |
12/11/2024 | 0.70% | 5.25 CHF | 5.27 CHF | 20,000 | 20,000 | 12,207 | 7,473 | 62,348 CHF | 38,478 CHF | 99.61% | 99.61% |
11/11/2024 | 0.66% | 4.98 CHF | 5.00 CHF | 20,000 | 20,000 | 12,194 | 7,511 | 64,150 CHF | 39,099 CHF | 98.56% | 98.56% |
08/11/2024 | 0.65% | 5.40 CHF | 5.42 CHF | 20,000 | 20,000 | 12,171 | 7,473 | 66,785 CHF | 41,238 CHF | 99.60% | 99.60% |