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 | 0.54% | 6.07 CHF | 6.09 CHF | 4,870 | 4,870 | 3,226 | 3,226 | 18,641 CHF | 18,733 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 5.85 CHF | 5.87 CHF | 4,480 | 4,480 | 3,024 | 3,024 | 18,413 CHF | 18,517 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 6.14 CHF | 6.16 CHF | 4,150 | 4,150 | 2,793 | 2,793 | 17,640 CHF | 17,739 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 6.59 CHF | 6.61 CHF | 4,640 | 4,640 | 3,047 | 3,047 | 18,967 CHF | 19,074 CHF | 72.07% | 72.07% |
14/11/2024 | 0.54% | 6.00 CHF | 6.02 CHF | 4,940 | 4,940 | 3,250 | 3,250 | 18,503 CHF | 18,595 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 5.54 CHF | 5.56 CHF | 5,220 | 5,220 | 3,484 | 3,484 | 18,750 CHF | 18,850 CHF | 99.69% | 99.69% |
12/11/2024 | 0.56% | 5.47 CHF | 5.49 CHF | 5,040 | 5,040 | 3,366 | 3,366 | 18,290 CHF | 18,386 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 5.48 CHF | 5.50 CHF | 4,770 | 4,770 | 3,207 | 3,207 | 17,844 CHF | 17,936 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 5.57 CHF | 5.59 CHF | 5,160 | 5,160 | 3,445 | 3,445 | 18,712 CHF | 18,810 CHF | 100.00% | 100.00% |
07/11/2024 | 0.65% | 5.53 CHF | 5.55 CHF | 4,620 | 4,620 | 3,107 | 3,107 | 17,677 CHF | 17,784 CHF | 100.00% | 100.00% |