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 | 1.55% | 5.35 CHF | 5.40 CHF | 50,000 | 50,000 | 18,679 | 18,679 | 103,451 CHF | 104,777 CHF | 99.56% | 99.56% |
19/11/2024 | 1.60% | 5.37 CHF | 5.42 CHF | 50,000 | 50,000 | 20,004 | 20,004 | 107,769 CHF | 109,144 CHF | 86.45% | 86.45% |
18/11/2024 | 1.58% | 5.67 CHF | 5.72 CHF | 50,000 | 50,000 | 18,686 | 18,686 | 104,738 CHF | 106,064 CHF | 99.55% | 99.55% |
15/11/2024 | 2.88% | 5.61 CHF | 5.71 CHF | 50,000 | 50,000 | 18,683 | 18,683 | 110,626 CHF | 113,277 CHF | 99.59% | 99.59% |
14/11/2024 | 1.40% | 6.31 CHF | 6.36 CHF | 50,000 | 50,000 | 18,687 | 18,687 | 118,585 CHF | 119,911 CHF | 99.56% | 99.56% |
13/11/2024 | 1.47% | 5.99 CHF | 6.04 CHF | 50,000 | 50,000 | 18,871 | 18,871 | 112,418 CHF | 113,751 CHF | 97.49% | 97.49% |
12/11/2024 | 1.53% | 5.93 CHF | 5.98 CHF | 50,000 | 50,000 | 18,917 | 18,917 | 110,022 CHF | 111,357 CHF | 96.97% | 96.97% |
11/11/2024 | 1.46% | 5.76 CHF | 5.81 CHF | 50,000 | 50,000 | 18,682 | 18,682 | 112,840 CHF | 114,166 CHF | 99.56% | 99.56% |
08/11/2024 | 1.42% | 6.14 CHF | 6.19 CHF | 50,000 | 50,000 | 18,682 | 18,682 | 116,234 CHF | 117,560 CHF | 99.59% | 99.59% |
07/11/2024 | 1.48% | 6.28 CHF | 6.33 CHF | 50,000 | 50,000 | 18,674 | 18,674 | 112,771 CHF | 114,096 CHF | 99.57% | 99.57% |