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% | 5.37 CHF | 5.38 CHF | 165,200 | 165,200 | 165,200 | 165,200 | 889,888 CHF | 891,540 CHF | 100.00% | 100.00% |
22/11/2024 | 0.20% | 5.27 CHF | 5.28 CHF | 171,700 | 171,700 | 171,700 | 171,700 | 873,406 CHF | 875,123 CHF | 100.00% | 100.00% |
20/11/2024 | 0.19% | 5.01 CHF | 5.02 CHF | 168,700 | 168,700 | 168,700 | 168,700 | 887,235 CHF | 888,922 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 160,600 | 160,600 | 160,600 | 160,600 | 797,889 CHF | 799,495 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.48 CHF | 5.49 CHF | 161,600 | 161,600 | 161,600 | 161,600 | 871,213 CHF | 872,829 CHF | 98.96% | 98.96% |
15/11/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 154,900 | 154,900 | 154,900 | 154,900 | 872,529 CHF | 874,078 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 168,900 | 168,900 | 168,900 | 168,900 | 944,005 CHF | 945,694 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 167,100 | 167,100 | 167,100 | 167,100 | 865,414 CHF | 867,085 CHF | 99.46% | 99.46% |
12/11/2024 | 0.17% | 5.22 CHF | 5.23 CHF | 134,600 | 134,600 | 134,600 | 134,600 | 799,468 CHF | 800,814 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 145,600 | 145,600 | 145,571 | 145,571 | 976,856 CHF | 978,312 CHF | 100.00% | 100.00% |