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 | 0.40% | 5.80 CHF | 5.83 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 47,982 CHF | 48,174 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 5.84 CHF | 5.86 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 40,217 CHF | 40,393 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 6.24 CHF | 6.26 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 49,292 CHF | 49,488 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 5.93 CHF | 5.96 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 47,955 CHF | 48,142 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 5.70 CHF | 5.72 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,212 CHF | 43,386 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 5.12 CHF | 5.15 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 43,412 CHF | 43,600 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 5.76 CHF | 5.79 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 42,867 CHF | 43,049 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 6.46 CHF | 6.49 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 45,282 CHF | 45,457 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 6.08 CHF | 6.10 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 42,923 CHF | 43,098 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 6.30 CHF | 6.33 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 47,048 CHF | 47,236 CHF | 100.00% | 100.00% |