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 | 0.54% | 6.06 CHF | 6.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,946 CHF | 63,288 CHF | 99.47% | 99.53% |
19/11/2024 | 0.61% | 5.96 CHF | 6.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,338 CHF | 60,708 CHF | 99.49% | 99.49% |
18/11/2024 | 0.57% | 6.60 CHF | 6.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,780 CHF | 65,151 CHF | 99.58% | 99.58% |
15/11/2024 | 0.54% | 6.50 CHF | 6.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,535 CHF | 64,883 CHF | 98.88% | 98.88% |
14/11/2024 | 0.52% | 6.36 CHF | 6.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,626 CHF | 61,948 CHF | 99.56% | 99.56% |
13/11/2024 | 0.48% | 6.04 CHF | 6.07 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,286 CHF | 63,592 CHF | 99.59% | 99.59% |
12/11/2024 | 0.58% | 5.84 CHF | 5.88 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 57,516 CHF | 57,850 CHF | 99.53% | 99.53% |
11/11/2024 | 0.48% | 7.13 CHF | 7.16 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 72,290 CHF | 72,638 CHF | 99.58% | 99.58% |
08/11/2024 | 0.54% | 6.72 CHF | 6.75 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 61,857 CHF | 62,192 CHF | 99.50% | 99.50% |
07/11/2024 | 0.51% | 7.29 CHF | 7.33 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 65,870 CHF | 66,209 CHF | 99.52% | 99.52% |