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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 144,000 | 144,000 | 143,443 | 143,443 | 769,133 CHF | 770,568 CHF | 100.00% | 100.00% |
22/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 148,000 | 148,000 | 147,388 | 147,388 | 772,941 CHF | 774,415 CHF | 99.67% | 99.67% |
20/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 148,000 | 148,000 | 147,390 | 147,390 | 768,886 CHF | 770,359 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 148,000 | 148,000 | 148,029 | 148,029 | 764,532 CHF | 766,012 CHF | 99.86% | 99.86% |
18/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 148,000 | 148,000 | 147,975 | 147,975 | 763,969 CHF | 765,449 CHF | 99.90% | 99.90% |
15/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 148,000 | 148,000 | 147,390 | 147,390 | 764,744 CHF | 766,218 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 148,000 | 148,000 | 147,389 | 147,389 | 769,959 CHF | 771,433 CHF | 99.72% | 99.72% |
13/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 152,000 | 152,000 | 151,464 | 151,464 | 759,571 CHF | 761,085 CHF | 99.65% | 99.65% |
12/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 152,000 | 152,000 | 150,214 | 150,214 | 768,300 CHF | 769,802 CHF | 99.98% | 99.98% |
11/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 148,000 | 148,000 | 147,390 | 147,390 | 765,261 CHF | 766,735 CHF | 100.00% | 100.00% |