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 | 0.99% | 5.72 CHF | 5.78 CHF | 100 | 100 | 100 | 100 | 573 CHF | 579 CHF | 84.46% | 84.46% |
19/11/2024 | 0.98% | 5.75 CHF | 5.81 CHF | 100 | 100 | 100 | 100 | 578 CHF | 583 CHF | 99.94% | 99.94% |
18/11/2024 | 0.97% | 5.87 CHF | 5.92 CHF | 100 | 100 | 100 | 100 | 587 CHF | 592 CHF | 97.17% | 97.17% |
15/11/2024 | 1.05% | 5.95 CHF | 6.01 CHF | 100 | 100 | 100 | 100 | 605 CHF | 612 CHF | 99.31% | 99.31% |
14/11/2024 | 0.98% | 5.99 CHF | 6.05 CHF | 100 | 100 | 100 | 100 | 591 CHF | 596 CHF | 96.31% | 96.31% |
13/11/2024 | 0.98% | 5.89 CHF | 5.95 CHF | 100 | 100 | 100 | 100 | 589 CHF | 595 CHF | 98.15% | 98.15% |
12/11/2024 | 0.99% | 5.85 CHF | 5.91 CHF | 100 | 100 | 100 | 100 | 595 CHF | 601 CHF | 99.94% | 99.94% |
11/11/2024 | 1.08% | 6.08 CHF | 6.15 CHF | 100 | 100 | 100 | 100 | 616 CHF | 623 CHF | 100.00% | 100.00% |
08/11/2024 | 1.05% | 6.12 CHF | 6.19 CHF | 100 | 100 | 100 | 100 | 620 CHF | 627 CHF | 100.00% | 100.00% |
07/11/2024 | 1.08% | 6.20 CHF | 6.26 CHF | 100 | 100 | 100 | 100 | 616 CHF | 623 CHF | 100.00% | 100.00% |