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% | 5.11 CHF | 5.12 CHF | 135,000 | 135,000 | 74,343 | 74,343 | 385,073 CHF | 385,818 CHF | 99.90% | 99.90% |
19/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 135,000 | 135,000 | 74,054 | 74,054 | 378,719 CHF | 379,461 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 135,000 | 135,000 | 74,278 | 74,278 | 384,673 CHF | 385,417 CHF | 99.55% | 99.55% |
15/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 135,000 | 135,000 | 74,073 | 74,073 | 391,553 CHF | 392,295 CHF | 99.72% | 99.72% |
14/11/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 130,000 | 130,000 | 71,747 | 71,747 | 384,335 CHF | 385,054 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 389,524 CHF | 390,267 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 5.23 CHF | 5.24 CHF | 135,000 | 135,000 | 74,227 | 74,227 | 385,341 CHF | 386,085 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 135,000 | 135,000 | 74,246 | 74,246 | 389,612 CHF | 390,356 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 135,000 | 135,000 | 74,411 | 74,411 | 390,967 CHF | 391,712 CHF | 99.19% | 99.19% |
07/11/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 135,000 | 135,000 | 74,207 | 74,207 | 386,706 CHF | 387,449 CHF | 100.00% | 100.00% |