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 | 0.73% | 5.70 CHF | 5.74 CHF | 14,100 | 14,100 | 13,930 | 13,930 | 76,597 CHF | 77,154 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 5.60 CHF | 5.64 CHF | 14,800 | 14,800 | 14,787 | 14,787 | 82,559 CHF | 83,150 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 5.33 CHF | 5.37 CHF | 14,900 | 14,900 | 15,015 | 15,015 | 80,605 CHF | 81,173 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 5.22 CHF | 5.25 CHF | 15,700 | 15,700 | 15,594 | 15,594 | 79,746 CHF | 80,214 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 4.94 CHF | 4.97 CHF | 15,100 | 15,100 | 15,171 | 15,171 | 76,810 CHF | 77,265 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 5.09 CHF | 5.12 CHF | 16,000 | 16,000 | 15,948 | 15,948 | 80,534 CHF | 81,012 CHF | 100.00% | 100.00% |
12/11/2024 | 0.64% | 4.92 CHF | 4.95 CHF | 17,900 | 17,900 | 17,575 | 17,575 | 81,960 CHF | 82,487 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 4.45 CHF | 4.48 CHF | 15,500 | 15,500 | 15,553 | 15,553 | 69,067 CHF | 69,533 CHF | 100.00% | 100.00% |
08/11/2024 | 0.63% | 4.83 CHF | 4.86 CHF | 18,000 | 18,000 | 17,887 | 17,887 | 84,797 CHF | 85,334 CHF | 99.19% | 99.19% |
07/11/2024 | 0.66% | 4.39 CHF | 4.42 CHF | 15,600 | 15,600 | 15,654 | 15,654 | 70,740 CHF | 71,210 CHF | 100.00% | 100.00% |