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 | 0.33% | 5.84 CHF | 5.85 CHF | 23,760 | 23,760 | 15,943 | 15,943 | 93,000 CHF | 93,282 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 5.62 CHF | 5.63 CHF | 24,530 | 24,530 | 16,590 | 16,590 | 91,905 CHF | 92,199 CHF | 99.09% | 99.09% |
18/11/2024 | 0.36% | 5.53 CHF | 5.54 CHF | 24,860 | 24,860 | 17,007 | 17,007 | 91,202 CHF | 91,503 CHF | 99.99% | 99.99% |
15/11/2024 | 0.36% | 5.35 CHF | 5.36 CHF | 25,480 | 25,480 | 16,748 | 16,748 | 90,871 CHF | 91,177 CHF | 71.94% | 71.94% |
14/11/2024 | 0.35% | 5.51 CHF | 5.52 CHF | 24,990 | 24,990 | 16,729 | 16,729 | 91,831 CHF | 92,127 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 5.42 CHF | 5.43 CHF | 25,220 | 25,220 | 17,066 | 17,066 | 91,438 CHF | 91,740 CHF | 99.93% | 99.93% |
12/11/2024 | 0.37% | 5.23 CHF | 5.24 CHF | 25,940 | 25,940 | 17,422 | 17,422 | 90,682 CHF | 90,991 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 5.17 CHF | 5.18 CHF | 26,210 | 26,210 | 17,711 | 17,711 | 90,444 CHF | 90,758 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 5.02 CHF | 5.03 CHF | 26,880 | 26,880 | 17,942 | 17,942 | 90,574 CHF | 90,891 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 5.00 CHF | 5.01 CHF | 27,060 | 27,060 | 18,287 | 18,287 | 90,307 CHF | 90,630 CHF | 100.00% | 100.00% |