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 | 0.79% | 6.39 CHF | 6.43 CHF | 5,000 | 5,000 | 9,981 | 1,856 | 66,888 CHF | 12,197 CHF | 98.07% | 98.69% |
19/11/2024 | 0.91% | 6.22 CHF | 6.25 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 58,778 CHF | 11,225 CHF | 99.61% | 99.61% |
18/11/2024 | 0.97% | 5.69 CHF | 5.72 CHF | 10,000 | 5,000 | 10,000 | 1,874 | 55,021 CHF | 10,380 CHF | 98.95% | 98.95% |
15/11/2024 | 0.80% | 6.13 CHF | 6.16 CHF | 10,000 | 5,000 | 10,000 | 1,877 | 65,811 CHF | 12,117 CHF | 98.62% | 98.62% |
14/11/2024 | 0.76% | 7.19 CHF | 7.22 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 69,947 CHF | 13,202 CHF | 99.59% | 99.59% |
13/11/2024 | 0.75% | 6.93 CHF | 6.96 CHF | 10,000 | 5,000 | 10,000 | 1,887 | 71,110 CHF | 13,387 CHF | 97.53% | 97.53% |
12/11/2024 | 0.81% | 7.07 CHF | 7.10 CHF | 10,000 | 5,000 | 10,000 | 1,868 | 66,361 CHF | 12,900 CHF | 99.60% | 99.60% |
11/11/2024 | 0.76% | 6.73 CHF | 6.76 CHF | 10,000 | 5,000 | 10,000 | 1,871 | 69,519 CHF | 12,816 CHF | 99.29% | 99.29% |
08/11/2024 | 0.74% | 6.96 CHF | 6.99 CHF | 10,000 | 5,000 | 10,000 | 1,871 | 71,412 CHF | 13,304 CHF | 99.17% | 99.17% |
07/11/2024 | 0.80% | 6.98 CHF | 7.01 CHF | 10,000 | 5,000 | 10,000 | 1,872 | 67,050 CHF | 12,919 CHF | 99.22% | 99.22% |