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 | 0.35% | 6.02 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,583 CHF | 147,102 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 5.94 CHF | 5.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 147,650 CHF | 148,140 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 5.70 CHF | 5.72 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 168,990 CHF | 169,554 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 5.52 CHF | 5.53 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 162,734 CHF | 163,237 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 4.99 CHF | 5.00 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 177,305 CHF | 177,872 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 4.94 CHF | 4.95 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 146,024 CHF | 146,521 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 4.96 CHF | 4.97 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 171,709 CHF | 172,268 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 4.71 CHF | 4.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 164,897 CHF | 165,469 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 4.93 CHF | 4.95 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 170,282 CHF | 170,834 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 4.68 CHF | 4.70 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 165,104 CHF | 165,675 CHF | 100.00% | 100.00% |