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 | 1.30% | 6.93 CHF | 7.02 CHF | 9,800 | 9,800 | 9,800 | 9,800 | 67,661 CHF | 68,543 CHF | 100.00% | 100.00% |
19/11/2024 | 1.49% | 5.99 CHF | 6.08 CHF | 10,200 | 10,200 | 9,988 | 9,988 | 59,924 CHF | 60,823 CHF | 99.89% | 99.89% |
18/11/2024 | 1.42% | 6.07 CHF | 6.16 CHF | 9,600 | 9,600 | 9,637 | 9,637 | 60,900 CHF | 61,767 CHF | 100.00% | 100.00% |
15/11/2024 | 1.42% | 6.22 CHF | 6.31 CHF | 9,500 | 9,500 | 9,500 | 9,500 | 59,661 CHF | 60,516 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 6.36 CHF | 6.45 CHF | 9,500 | 9,500 | 9,699 | 9,699 | 58,368 CHF | 59,241 CHF | 100.00% | 100.00% |
13/11/2024 | 1.41% | 6.30 CHF | 6.39 CHF | 9,700 | 9,700 | 9,700 | 9,700 | 61,358 CHF | 62,231 CHF | 100.00% | 100.00% |
12/11/2024 | 1.37% | 6.28 CHF | 6.37 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 57,958 CHF | 58,759 CHF | 99.91% | 99.91% |
11/11/2024 | 1.40% | 7.08 CHF | 7.18 CHF | 8,700 | 8,700 | 8,700 | 8,700 | 61,848 CHF | 62,718 CHF | 100.00% | 100.00% |
08/11/2024 | 1.71% | 6.76 CHF | 6.88 CHF | 7,200 | 7,200 | 7,200 | 7,200 | 50,236 CHF | 51,100 CHF | 98.94% | 98.94% |
07/11/2024 | 1.18% | 8.74 CHF | 8.84 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 75,288 CHF | 76,178 CHF | 100.00% | 100.00% |