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 | 0.18% | 5.68 CHF | 5.69 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 239,388 CHF | 239,808 CHF | 99.44% | 99.44% |
19/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 237,872 CHF | 238,292 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 233,481 CHF | 233,901 CHF | 99.88% | 99.88% |
15/11/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 239,078 CHF | 239,518 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 234,967 CHF | 235,407 CHF | 98.52% | 98.52% |
13/11/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 237,187 CHF | 237,627 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.36 CHF | 5.37 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 238,546 CHF | 238,986 CHF | 99.88% | 99.88% |
11/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 42,000 | 42,000 | 42,004 | 42,004 | 232,316 CHF | 232,736 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 231,789 CHF | 232,229 CHF | 98.30% | 98.30% |
07/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 234,640 CHF | 235,080 CHF | 100.00% | 100.00% |