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 | 0.33% | 5.63 CHF | 5.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 91,544 CHF | 91,844 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 5.57 CHF | 5.60 CHF | 14,400 | 14,400 | 14,400 | 14,400 | 76,789 CHF | 77,221 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 5.85 CHF | 5.88 CHF | 13,300 | 13,300 | 13,300 | 13,300 | 77,729 CHF | 78,128 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 6.45 CHF | 6.48 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 84,145 CHF | 84,520 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 7.00 CHF | 7.03 CHF | 13,400 | 13,400 | 13,400 | 13,400 | 92,275 CHF | 92,677 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 6.33 CHF | 6.36 CHF | 13,800 | 13,800 | 13,800 | 13,800 | 84,853 CHF | 85,267 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 6.01 CHF | 6.04 CHF | 11,600 | 11,600 | 11,600 | 11,600 | 80,765 CHF | 81,113 CHF | 99.85% | 99.85% |
11/11/2024 | 0.39% | 7.81 CHF | 7.84 CHF | 12,600 | 12,600 | 12,600 | 12,600 | 96,801 CHF | 97,179 CHF | 99.64% | 99.64% |
08/11/2024 | 0.44% | 6.81 CHF | 6.84 CHF | 12,400 | 12,400 | 12,400 | 12,400 | 84,765 CHF | 85,137 CHF | 98.70% | 98.70% |
07/11/2024 | 0.42% | 7.13 CHF | 7.16 CHF | 12,300 | 12,300 | 12,300 | 12,300 | 87,204 CHF | 87,573 CHF | 100.00% | 100.00% |