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 | 0.57% | 5.87 CHF | 5.88 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 60,160 CHF | 34,991 CHF | 99.62% | 99.62% |
19/11/2024 | 0.60% | 5.68 CHF | 5.69 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 56,406 CHF | 32,834 CHF | 99.04% | 99.04% |
18/11/2024 | 0.55% | 5.86 CHF | 5.87 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 61,448 CHF | 35,583 CHF | 99.58% | 99.58% |
15/11/2024 | 0.54% | 6.14 CHF | 6.15 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 63,056 CHF | 36,590 CHF | 99.60% | 99.60% |
14/11/2024 | 0.45% | 6.90 CHF | 6.91 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 74,449 CHF | 42,714 CHF | 99.62% | 99.62% |
13/11/2024 | 0.45% | 7.89 CHF | 7.90 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 74,911 CHF | 44,492 CHF | 97.53% | 97.53% |
12/11/2024 | 0.46% | 7.80 CHF | 7.81 CHF | 10,000 | 10,000 | 10,000 | 5,841 | 73,927 CHF | 43,805 CHF | 94.99% | 94.99% |
11/11/2024 | 0.56% | 7.33 CHF | 7.34 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 62,549 CHF | 37,535 CHF | 99.53% | 99.53% |
08/11/2024 | 0.73% | 5.25 CHF | 5.26 CHF | 10,000 | 10,000 | 18,828 | 5,811 | 88,656 CHF | 27,942 CHF | 99.64% | 99.64% |
07/11/2024 | 0.77% | 4.79 CHF | 4.80 CHF | 20,000 | 10,000 | 20,000 | 5,810 | 89,715 CHF | 26,506 CHF | 99.62% | 99.62% |