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 | 0.83% | 6.37 CHF | 6.42 CHF | 11,900 | 11,900 | 11,898 | 11,898 | 71,473 CHF | 72,068 CHF | 100.00% | 100.00% |
19/11/2024 | 0.63% | 6.32 CHF | 6.36 CHF | 14,000 | 14,000 | 14,003 | 14,003 | 88,076 CHF | 88,636 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 5.54 CHF | 5.58 CHF | 12,500 | 12,500 | 12,692 | 12,692 | 72,673 CHF | 73,181 CHF | 100.00% | 100.00% |
15/11/2024 | 0.72% | 5.84 CHF | 5.88 CHF | 13,500 | 13,500 | 13,253 | 13,253 | 73,593 CHF | 74,123 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 5.59 CHF | 5.64 CHF | 10,400 | 10,400 | 10,576 | 10,576 | 65,541 CHF | 66,070 CHF | 100.00% | 100.00% |
13/11/2024 | 0.83% | 6.91 CHF | 6.97 CHF | 9,400 | 9,400 | 9,551 | 9,551 | 69,136 CHF | 69,709 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 7.91 CHF | 7.95 CHF | 12,500 | 12,500 | 12,249 | 12,249 | 86,854 CHF | 87,465 CHF | 99.86% | 99.86% |
11/11/2024 | 0.86% | 5.92 CHF | 5.97 CHF | 11,000 | 11,000 | 11,010 | 11,010 | 64,059 CHF | 64,609 CHF | 99.67% | 99.67% |
08/11/2024 | 0.53% | 6.42 CHF | 6.45 CHF | 18,500 | 18,500 | 17,599 | 17,599 | 105,651 CHF | 106,193 CHF | 98.73% | 98.73% |
07/11/2024 | 0.93% | 4.30 CHF | 4.34 CHF | 14,000 | 14,000 | 14,053 | 14,053 | 60,294 CHF | 60,856 CHF | 100.00% | 100.00% |