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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 85,372 CHF | 85,522 CHF | 99.37% | 99.37% |
20/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 89,458 CHF | 89,608 CHF | 95.72% | 95.72% |
19/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 89,466 CHF | 89,616 CHF | 99.28% | 99.28% |
18/11/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,569 CHF | 92,719 CHF | 68.15% | 68.15% |
15/11/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 95,841 CHF | 95,991 CHF | 98.62% | 98.62% |
14/11/2024 | 0.14% | 6.66 CHF | 6.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,932 CHF | 106,082 CHF | 84.71% | 84.71% |
13/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 110,208 CHF | 110,358 CHF | 99.38% | 99.38% |
12/11/2024 | 0.13% | 7.38 CHF | 7.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 113,691 CHF | 113,841 CHF | 82.98% | 82.98% |
11/11/2024 | 0.13% | 8.12 CHF | 8.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 119,299 CHF | 119,449 CHF | 96.49% | 96.49% |
08/11/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 112,354 CHF | 112,504 CHF | 91.92% | 91.92% |