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 | 0.35% | 5.59 CHF | 5.61 CHF | 19,000 | 19,000 | 18,148 | 18,148 | 102,666 CHF | 103,029 CHF | 99.44% | 99.44% |
19/11/2024 | 0.35% | 5.67 CHF | 5.69 CHF | 18,000 | 18,000 | 18,009 | 18,009 | 102,017 CHF | 102,377 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 5.64 CHF | 5.66 CHF | 18,000 | 18,000 | 18,369 | 18,369 | 103,213 CHF | 103,580 CHF | 99.88% | 99.88% |
15/11/2024 | 0.36% | 5.55 CHF | 5.57 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 105,533 CHF | 105,913 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 5.62 CHF | 5.64 CHF | 18,000 | 18,000 | 18,984 | 18,984 | 105,839 CHF | 106,219 CHF | 98.59% | 98.59% |
13/11/2024 | 0.36% | 5.55 CHF | 5.57 CHF | 19,000 | 19,000 | 18,993 | 18,993 | 105,493 CHF | 105,873 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 5.67 CHF | 5.69 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 102,363 CHF | 102,723 CHF | 99.90% | 99.90% |
11/11/2024 | 0.34% | 5.80 CHF | 5.82 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 104,683 CHF | 105,043 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 5.82 CHF | 5.84 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 104,873 CHF | 105,233 CHF | 98.30% | 98.30% |
07/11/2024 | 0.34% | 5.83 CHF | 5.85 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 105,611 CHF | 105,971 CHF | 100.00% | 100.00% |