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 | 0.20% | 5.06 CHF | 5.07 CHF | 135,000 | 135,000 | 74,343 | 74,343 | 381,729 CHF | 382,474 CHF | 99.90% | 99.90% |
19/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 135,000 | 135,000 | 74,053 | 74,053 | 375,396 CHF | 376,138 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 135,000 | 135,000 | 74,278 | 74,278 | 381,338 CHF | 382,082 CHF | 99.55% | 99.55% |
15/11/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 135,000 | 135,000 | 74,073 | 74,073 | 388,258 CHF | 389,000 CHF | 99.72% | 99.72% |
14/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 130,000 | 130,000 | 71,744 | 71,744 | 381,115 CHF | 381,834 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 386,204 CHF | 386,948 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 381,997 CHF | 382,740 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 135,000 | 135,000 | 74,244 | 74,244 | 386,322 CHF | 387,066 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 135,000 | 135,000 | 74,408 | 74,408 | 387,721 CHF | 388,466 CHF | 99.20% | 99.20% |
07/11/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 135,000 | 135,000 | 74,219 | 74,219 | 383,501 CHF | 384,244 CHF | 100.00% | 100.00% |