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 | 0.46% | 4.93 CHF | 4.96 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 29,814 CHF | 29,952 CHF | 99.58% | 99.58% |
19/11/2024 | 0.45% | 5.03 CHF | 5.06 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 30,302 CHF | 30,441 CHF | 99.57% | 99.57% |
18/11/2024 | 0.46% | 5.15 CHF | 5.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 27,311 CHF | 27,436 CHF | 99.48% | 99.48% |
15/11/2024 | 0.45% | 5.75 CHF | 5.77 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 29,634 CHF | 29,766 CHF | 98.88% | 98.88% |
14/11/2024 | 0.41% | 6.26 CHF | 6.28 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 26,146 CHF | 26,253 CHF | 99.02% | 99.02% |
13/11/2024 | 0.38% | 7.11 CHF | 7.14 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 27,852 CHF | 27,957 CHF | 99.53% | 99.53% |
12/11/2024 | 0.38% | 7.13 CHF | 7.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 28,580 CHF | 28,690 CHF | 99.55% | 99.55% |
11/11/2024 | 0.36% | 7.41 CHF | 7.44 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 29,580 CHF | 29,685 CHF | 99.51% | 99.51% |
08/11/2024 | 0.37% | 7.11 CHF | 7.14 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 29,243 CHF | 29,351 CHF | 99.53% | 99.53% |
07/11/2024 | 0.35% | 7.32 CHF | 7.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 37,113 CHF | 37,242 CHF | 99.43% | 99.51% |