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 | 0.65% | 4.56 CHF | 4.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 18,816 CHF | 18,938 CHF | 99.58% | 99.58% |
19/11/2024 | 0.68% | 4.82 CHF | 4.85 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 14,327 CHF | 14,425 CHF | 99.58% | 99.58% |
18/11/2024 | 0.67% | 5.19 CHF | 5.23 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 15,511 CHF | 15,615 CHF | 99.52% | 99.52% |
15/11/2024 | 0.61% | 5.52 CHF | 5.55 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 16,627 CHF | 16,729 CHF | 98.94% | 98.94% |
14/11/2024 | 0.60% | 5.49 CHF | 5.52 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 16,462 CHF | 16,562 CHF | 99.49% | 99.49% |
13/11/2024 | 0.63% | 5.43 CHF | 5.47 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 15,750 CHF | 15,850 CHF | 99.57% | 99.57% |
12/11/2024 | 0.63% | 5.36 CHF | 5.39 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 16,253 CHF | 16,355 CHF | 99.52% | 99.57% |
11/11/2024 | 0.60% | 5.69 CHF | 5.73 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 17,690 CHF | 17,796 CHF | 99.53% | 99.53% |
08/11/2024 | 0.59% | 5.81 CHF | 5.85 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 17,988 CHF | 18,095 CHF | 99.48% | 99.48% |
07/11/2024 | 0.58% | 5.90 CHF | 5.93 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 17,569 CHF | 17,671 CHF | 99.57% | 99.57% |