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 | 0.44% | 5.23 CHF | 5.24 CHF | 66,000 | 66,000 | 29,544 | 29,544 | 157,223 CHF | 157,761 CHF | 99.33% | 99.33% |
19/11/2024 | 0.44% | 5.34 CHF | 5.35 CHF | 66,000 | 66,000 | 29,713 | 29,713 | 158,402 CHF | 158,942 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 5.38 CHF | 5.39 CHF | 65,000 | 65,000 | 29,369 | 29,369 | 157,810 CHF | 158,346 CHF | 99.78% | 99.78% |
15/11/2024 | 0.43% | 5.40 CHF | 5.41 CHF | 65,000 | 65,000 | 29,387 | 29,387 | 158,157 CHF | 158,693 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 5.38 CHF | 5.39 CHF | 65,000 | 65,000 | 29,437 | 29,437 | 159,119 CHF | 159,655 CHF | 98.56% | 98.56% |
13/11/2024 | 0.42% | 5.37 CHF | 5.38 CHF | 65,000 | 65,000 | 28,988 | 28,988 | 157,970 CHF | 158,494 CHF | 98.92% | 98.92% |
12/11/2024 | 0.42% | 5.52 CHF | 5.53 CHF | 64,000 | 64,000 | 29,030 | 29,030 | 159,865 CHF | 160,392 CHF | 99.90% | 99.90% |
11/11/2024 | 0.43% | 5.54 CHF | 5.55 CHF | 64,000 | 64,000 | 29,147 | 29,147 | 160,175 CHF | 160,709 CHF | 99.90% | 99.90% |
08/11/2024 | 0.44% | 5.40 CHF | 5.41 CHF | 65,000 | 65,000 | 29,928 | 29,928 | 159,099 CHF | 159,641 CHF | 99.05% | 99.05% |
07/11/2024 | 0.44% | 5.26 CHF | 5.27 CHF | 67,000 | 67,000 | 29,947 | 29,947 | 159,013 CHF | 159,557 CHF | 100.00% | 100.00% |