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 | 0.67% | 5.72 CHF | 5.74 CHF | 23,740 | 23,740 | 15,942 | 15,942 | 91,029 CHF | 91,593 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 5.50 CHF | 5.52 CHF | 24,540 | 24,540 | 16,589 | 16,589 | 89,848 CHF | 90,435 CHF | 99.09% | 99.09% |
18/11/2024 | 0.74% | 5.41 CHF | 5.43 CHF | 24,860 | 24,860 | 17,006 | 17,006 | 89,106 CHF | 89,709 CHF | 100.00% | 100.00% |
15/11/2024 | 0.74% | 5.23 CHF | 5.25 CHF | 25,490 | 25,490 | 16,743 | 16,743 | 88,783 CHF | 89,393 CHF | 72.08% | 72.08% |
14/11/2024 | 0.72% | 5.39 CHF | 5.41 CHF | 24,990 | 24,990 | 16,730 | 16,730 | 89,770 CHF | 90,362 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 5.30 CHF | 5.32 CHF | 25,220 | 25,220 | 17,064 | 17,064 | 89,322 CHF | 89,926 CHF | 99.94% | 99.94% |
12/11/2024 | 0.76% | 5.12 CHF | 5.14 CHF | 25,930 | 25,930 | 17,422 | 17,422 | 88,538 CHF | 89,155 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 5.05 CHF | 5.07 CHF | 26,210 | 26,210 | 17,712 | 17,712 | 88,265 CHF | 88,893 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 4.90 CHF | 4.92 CHF | 26,880 | 26,880 | 17,942 | 17,942 | 88,371 CHF | 89,006 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 4.88 CHF | 4.90 CHF | 27,070 | 27,070 | 18,287 | 18,287 | 88,060 CHF | 88,707 CHF | 100.00% | 100.00% |