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% | 5.80 CHF | 5.82 CHF | 26,500 | 26,500 | 26,500 | 26,500 | 160,170 CHF | 160,700 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 5.78 CHF | 5.80 CHF | 26,100 | 26,100 | 26,100 | 26,100 | 147,674 CHF | 148,196 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 5.92 CHF | 5.94 CHF | 25,200 | 25,200 | 25,200 | 25,200 | 149,099 CHF | 149,603 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 6.21 CHF | 6.23 CHF | 24,600 | 24,600 | 24,600 | 24,600 | 155,890 CHF | 156,382 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 6.46 CHF | 6.48 CHF | 25,400 | 25,400 | 25,400 | 25,400 | 162,731 CHF | 163,239 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 6.14 CHF | 6.16 CHF | 25,700 | 25,700 | 25,700 | 25,700 | 155,486 CHF | 156,000 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 5.99 CHF | 6.01 CHF | 23,900 | 23,900 | 23,900 | 23,900 | 153,209 CHF | 153,687 CHF | 99.85% | 99.85% |
11/11/2024 | 0.30% | 6.79 CHF | 6.81 CHF | 24,800 | 24,800 | 24,800 | 24,800 | 166,866 CHF | 167,362 CHF | 99.70% | 99.70% |
08/11/2024 | 0.32% | 6.33 CHF | 6.35 CHF | 24,600 | 24,600 | 24,600 | 24,600 | 155,915 CHF | 156,407 CHF | 98.81% | 98.81% |
07/11/2024 | 0.31% | 6.47 CHF | 6.49 CHF | 24,500 | 24,500 | 24,500 | 24,500 | 158,122 CHF | 158,612 CHF | 100.00% | 100.00% |