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 | 0.64% | 4.50 CHF | 4.53 CHF | 16,900 | 16,900 | 16,644 | 16,644 | 77,558 CHF | 78,057 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 4.57 CHF | 4.60 CHF | 16,200 | 16,200 | 16,172 | 16,172 | 74,163 CHF | 74,648 CHF | 100.00% | 100.00% |
18/11/2024 | 0.63% | 4.81 CHF | 4.84 CHF | 15,600 | 15,600 | 15,715 | 15,715 | 75,150 CHF | 75,622 CHF | 100.00% | 100.00% |
15/11/2024 | 0.70% | 4.93 CHF | 4.96 CHF | 15,200 | 15,200 | 15,084 | 15,084 | 75,950 CHF | 76,485 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 5.21 CHF | 5.24 CHF | 15,100 | 15,100 | 15,242 | 15,242 | 77,681 CHF | 78,138 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 5.06 CHF | 5.10 CHF | 14,800 | 14,800 | 14,748 | 14,748 | 75,258 CHF | 75,848 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 5.24 CHF | 5.28 CHF | 13,600 | 13,600 | 13,395 | 13,395 | 74,665 CHF | 75,201 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 5.86 CHF | 5.90 CHF | 13,900 | 13,900 | 13,953 | 13,953 | 81,858 CHF | 82,417 CHF | 100.00% | 100.00% |
08/11/2024 | 0.72% | 5.44 CHF | 5.48 CHF | 13,200 | 13,200 | 13,087 | 13,087 | 72,789 CHF | 73,313 CHF | 99.19% | 99.19% |
07/11/2024 | 0.68% | 6.04 CHF | 6.08 CHF | 13,700 | 13,700 | 13,754 | 13,754 | 81,072 CHF | 81,622 CHF | 100.00% | 100.00% |