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 | 0.74% | 5.19 CHF | 5.21 CHF | 23,760 | 23,760 | 15,945 | 15,945 | 82,563 CHF | 83,127 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 4.97 CHF | 4.99 CHF | 24,540 | 24,540 | 16,589 | 16,589 | 81,048 CHF | 81,635 CHF | 99.09% | 99.09% |
18/11/2024 | 0.82% | 4.88 CHF | 4.90 CHF | 24,880 | 24,880 | 17,007 | 17,007 | 80,037 CHF | 80,640 CHF | 100.00% | 100.00% |
15/11/2024 | 0.82% | 4.69 CHF | 4.71 CHF | 25,490 | 25,490 | 16,745 | 16,745 | 79,877 CHF | 80,488 CHF | 72.00% | 72.00% |
14/11/2024 | 0.80% | 4.86 CHF | 4.88 CHF | 24,990 | 24,990 | 16,730 | 16,730 | 80,846 CHF | 81,438 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 4.77 CHF | 4.79 CHF | 25,220 | 25,220 | 17,064 | 17,064 | 80,274 CHF | 80,878 CHF | 99.95% | 99.95% |
12/11/2024 | 0.85% | 4.59 CHF | 4.61 CHF | 25,940 | 25,940 | 17,422 | 17,422 | 79,321 CHF | 79,939 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 4.52 CHF | 4.54 CHF | 26,220 | 26,220 | 17,712 | 17,712 | 78,924 CHF | 79,552 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 4.38 CHF | 4.40 CHF | 26,880 | 26,880 | 17,941 | 17,941 | 78,984 CHF | 79,618 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 4.36 CHF | 4.38 CHF | 27,060 | 27,060 | 18,286 | 18,286 | 78,467 CHF | 79,114 CHF | 100.00% | 100.00% |