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 | 0.34% | 5.89 CHF | 5.91 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 327,993 CHF | 329,095 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 323,053 CHF | 324,192 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 5.74 CHF | 5.76 CHF | 56,000 | 56,000 | 56,882 | 56,882 | 324,596 CHF | 325,734 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 5.73 CHF | 5.75 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 323,630 CHF | 324,752 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 5.81 CHF | 5.83 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 326,103 CHF | 327,223 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 5.87 CHF | 5.89 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 327,688 CHF | 328,801 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 5.88 CHF | 5.90 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 330,751 CHF | 331,853 CHF | 99.85% | 99.85% |
11/11/2024 | 0.33% | 6.12 CHF | 6.14 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 330,619 CHF | 331,700 CHF | 99.71% | 99.71% |
08/11/2024 | 0.33% | 6.00 CHF | 6.02 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 328,058 CHF | 329,159 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 5.98 CHF | 6.00 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 329,700 CHF | 330,801 CHF | 100.00% | 100.00% |