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 | 0.47% | 5.79 CHF | 5.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 121,986 CHF | 122,566 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 5.77 CHF | 5.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,940 CHF | 56,240 CHF | 92.96% | 92.96% |
18/11/2024 | 0.53% | 5.95 CHF | 5.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,399 CHF | 59,717 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 6.47 CHF | 6.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,877 CHF | 65,207 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 6.64 CHF | 6.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 65,668 CHF | 65,983 CHF | 99.22% | 99.22% |
13/11/2024 | 0.51% | 6.23 CHF | 6.26 CHF | 10,000 | 10,000 | 10,000 | 9,971 | 61,166 CHF | 61,300 CHF | 99.36% | 99.36% |
12/11/2024 | 0.53% | 6.04 CHF | 6.07 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 65,829 CHF | 66,180 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 7.07 CHF | 7.10 CHF | 10,000 | 10,000 | 9,747 | 9,747 | 68,188 CHF | 68,507 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 6.48 CHF | 6.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,949 CHF | 65,280 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 6.67 CHF | 6.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,781 CHF | 67,114 CHF | 90.22% | 90.22% |