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% | 5.17 CHF | 5.18 CHF | 435,100 | 435,100 | 435,100 | 435,100 | 2,353,210 CHF | 2,357,560 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 414,200 | 414,200 | 414,200 | 414,200 | 2,111,100 CHF | 2,115,240 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 2,284,810 CHF | 2,288,910 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.65 CHF | 5.66 CHF | 401,800 | 401,800 | 401,800 | 401,800 | 2,307,810 CHF | 2,311,830 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 439,500 | 439,500 | 439,500 | 439,500 | 2,528,820 CHF | 2,533,210 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 434,200 | 434,200 | 434,200 | 434,200 | 2,281,760 CHF | 2,286,100 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.30 CHF | 5.31 CHF | 367,600 | 367,600 | 367,600 | 367,600 | 2,157,220 CHF | 2,160,900 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.45 CHF | 6.46 CHF | 397,700 | 397,700 | 397,700 | 397,700 | 2,572,360 CHF | 2,576,340 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 376,100 | 376,100 | 376,100 | 376,100 | 2,233,410 CHF | 2,237,170 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 419,700 | 419,700 | 419,700 | 419,700 | 2,592,260 CHF | 2,596,460 CHF | 99.68% | 99.68% |