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 | 0.41% | 5.62 CHF | 5.63 CHF | 66,000 | 66,000 | 29,547 | 29,547 | 168,702 CHF | 169,239 CHF | 99.37% | 99.37% |
19/11/2024 | 0.41% | 5.73 CHF | 5.74 CHF | 66,000 | 66,000 | 29,586 | 29,586 | 169,196 CHF | 169,736 CHF | 99.59% | 99.59% |
18/11/2024 | 0.40% | 5.77 CHF | 5.78 CHF | 65,000 | 65,000 | 29,339 | 29,339 | 169,061 CHF | 169,597 CHF | 99.73% | 99.73% |
15/11/2024 | 0.41% | 5.78 CHF | 5.79 CHF | 65,000 | 65,000 | 29,302 | 29,302 | 169,107 CHF | 169,643 CHF | 99.72% | 99.72% |
14/11/2024 | 0.40% | 5.77 CHF | 5.78 CHF | 65,000 | 65,000 | 29,394 | 29,394 | 170,330 CHF | 170,866 CHF | 98.41% | 98.41% |
13/11/2024 | 0.40% | 5.76 CHF | 5.77 CHF | 65,000 | 65,000 | 29,003 | 29,003 | 169,270 CHF | 169,793 CHF | 98.19% | 98.19% |
12/11/2024 | 0.39% | 5.91 CHF | 5.92 CHF | 64,000 | 64,000 | 29,073 | 29,073 | 171,312 CHF | 171,839 CHF | 98.20% | 98.20% |
11/11/2024 | 0.40% | 5.93 CHF | 5.94 CHF | 64,000 | 64,000 | 29,124 | 29,124 | 171,258 CHF | 171,791 CHF | 99.55% | 99.55% |
08/11/2024 | 0.41% | 5.78 CHF | 5.79 CHF | 65,000 | 65,000 | 29,792 | 29,792 | 169,750 CHF | 170,293 CHF | 98.52% | 98.52% |
07/11/2024 | 0.41% | 5.64 CHF | 5.65 CHF | 67,000 | 67,000 | 30,109 | 30,109 | 171,397 CHF | 171,943 CHF | 99.43% | 99.43% |