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 | 1.55% | 5.72 CHF | 5.81 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 51,981 CHF | 52,791 CHF | 100.00% | 100.00% |
19/11/2024 | 1.33% | 6.77 CHF | 6.86 CHF | 9,700 | 9,700 | 9,523 | 9,523 | 64,249 CHF | 65,106 CHF | 99.84% | 99.84% |
18/11/2024 | 1.39% | 6.72 CHF | 6.81 CHF | 9,200 | 9,200 | 9,231 | 9,231 | 59,592 CHF | 60,423 CHF | 100.00% | 100.00% |
15/11/2024 | 1.37% | 6.57 CHF | 6.66 CHF | 9,300 | 9,300 | 9,300 | 9,300 | 60,736 CHF | 61,573 CHF | 100.00% | 100.00% |
14/11/2024 | 1.32% | 6.45 CHF | 6.54 CHF | 9,300 | 9,300 | 9,499 | 9,499 | 64,407 CHF | 65,262 CHF | 100.00% | 100.00% |
13/11/2024 | 1.38% | 6.46 CHF | 6.55 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 58,239 CHF | 59,049 CHF | 100.00% | 100.00% |
12/11/2024 | 1.26% | 6.54 CHF | 6.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,346 CHF | 64,146 CHF | 99.86% | 99.86% |
11/11/2024 | 1.36% | 5.85 CHF | 5.93 CHF | 10,200 | 10,200 | 10,200 | 10,200 | 59,401 CHF | 60,217 CHF | 100.00% | 100.00% |
08/11/2024 | 1.17% | 6.07 CHF | 6.14 CHF | 12,600 | 12,600 | 12,600 | 12,600 | 75,078 CHF | 75,960 CHF | 98.89% | 98.89% |
07/11/2024 | 1.89% | 4.97 CHF | 5.07 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 46,358 CHF | 47,238 CHF | 100.00% | 100.00% |