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 | 0.55% | 5.30 CHF | 5.33 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 145,898 CHF | 146,708 CHF | 100.00% | 100.00% |
19/11/2024 | 0.56% | 5.36 CHF | 5.39 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 143,129 CHF | 143,939 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 5.33 CHF | 5.36 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 143,315 CHF | 144,125 CHF | 100.00% | 100.00% |
15/11/2024 | 0.55% | 5.35 CHF | 5.38 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 146,378 CHF | 147,188 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 5.60 CHF | 5.63 CHF | 27,000 | 27,000 | 26,988 | 26,988 | 147,770 CHF | 148,580 CHF | 100.00% | 100.00% |
13/11/2024 | 0.57% | 5.28 CHF | 5.31 CHF | 27,000 | 27,000 | 27,105 | 27,105 | 142,590 CHF | 143,404 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 5.34 CHF | 5.37 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 146,746 CHF | 147,556 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 5.69 CHF | 5.72 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 148,765 CHF | 149,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 5.59 CHF | 5.62 CHF | 27,000 | 27,000 | 26,364 | 26,364 | 148,812 CHF | 149,603 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 5.82 CHF | 5.85 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 153,314 CHF | 154,094 CHF | 100.00% | 100.00% |