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 | 0.35% | 4.59 CHF | 4.60 CHF | 28,000 | 28,000 | 15,394 | 15,394 | 76,095 CHF | 76,340 CHF | 99.88% | 99.88% |
19/11/2024 | 0.38% | 4.64 CHF | 4.65 CHF | 29,000 | 29,000 | 15,887 | 15,887 | 74,646 CHF | 74,900 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 4.99 CHF | 5.00 CHF | 29,200 | 29,200 | 16,005 | 16,005 | 78,620 CHF | 78,877 CHF | 99.20% | 99.20% |
15/11/2024 | 0.41% | 4.96 CHF | 4.97 CHF | 23,400 | 23,400 | 12,957 | 12,957 | 71,314 CHF | 71,571 CHF | 98.01% | 98.01% |
14/11/2024 | 0.40% | 5.88 CHF | 5.89 CHF | 24,000 | 24,000 | 12,802 | 12,802 | 75,605 CHF | 75,859 CHF | 99.58% | 99.58% |
13/11/2024 | 0.42% | 5.46 CHF | 5.47 CHF | 24,800 | 24,800 | 13,659 | 13,659 | 74,653 CHF | 74,925 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 5.40 CHF | 5.41 CHF | 26,800 | 26,800 | 14,779 | 14,779 | 77,380 CHF | 77,618 CHF | 99.85% | 99.85% |
11/11/2024 | 0.41% | 5.19 CHF | 5.20 CHF | 24,700 | 24,700 | 13,589 | 13,589 | 76,083 CHF | 76,353 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 5.71 CHF | 5.72 CHF | 23,500 | 23,500 | 12,952 | 12,952 | 75,654 CHF | 75,910 CHF | 98.77% | 98.77% |
07/11/2024 | 0.32% | 5.91 CHF | 5.92 CHF | 25,500 | 25,500 | 14,024 | 14,024 | 78,275 CHF | 78,500 CHF | 99.20% | 99.20% |