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 | 0.98% | 5.95 CHF | 6.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 91,378 CHF | 92,278 CHF | 99.45% | 99.45% |
19/11/2024 | 1.03% | 6.19 CHF | 6.25 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 87,470 CHF | 88,370 CHF | 100.00% | 100.00% |
18/11/2024 | 1.14% | 5.63 CHF | 5.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 78,584 CHF | 79,484 CHF | 99.28% | 99.28% |
15/11/2024 | 1.22% | 4.93 CHF | 4.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,343 CHF | 74,243 CHF | 100.00% | 100.00% |
14/11/2024 | 1.36% | 4.36 CHF | 4.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,499 CHF | 66,399 CHF | 100.00% | 100.00% |
13/11/2024 | 1.28% | 4.57 CHF | 4.63 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,106 CHF | 71,006 CHF | 100.00% | 100.00% |
12/11/2024 | 1.22% | 4.62 CHF | 4.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,606 CHF | 74,506 CHF | 99.82% | 99.82% |
11/11/2024 | 1.11% | 5.30 CHF | 5.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 80,814 CHF | 81,714 CHF | 99.76% | 99.76% |
08/11/2024 | 1.06% | 5.42 CHF | 5.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 84,370 CHF | 85,270 CHF | 99.10% | 99.10% |
07/11/2024 | 0.97% | 6.13 CHF | 6.19 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 92,083 CHF | 92,983 CHF | 99.96% | 99.96% |