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 | 0.21% | 4.82 CHF | 4.83 CHF | 135,000 | 135,000 | 74,341 | 74,341 | 363,432 CHF | 364,177 CHF | 99.90% | 99.90% |
19/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 135,000 | 135,000 | 74,053 | 74,053 | 357,217 CHF | 357,959 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 135,000 | 135,000 | 74,260 | 74,260 | 362,946 CHF | 363,690 CHF | 99.52% | 99.52% |
15/11/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 135,000 | 135,000 | 74,336 | 74,336 | 371,292 CHF | 372,036 CHF | 99.33% | 99.33% |
14/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 130,000 | 130,000 | 71,748 | 71,748 | 363,431 CHF | 364,150 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 368,027 CHF | 368,771 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 363,870 CHF | 364,614 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 135,000 | 135,000 | 74,246 | 74,246 | 368,206 CHF | 368,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 135,000 | 135,000 | 74,408 | 74,408 | 369,711 CHF | 370,457 CHF | 99.20% | 99.20% |
07/11/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 135,000 | 135,000 | 74,209 | 74,209 | 365,501 CHF | 366,244 CHF | 100.00% | 100.00% |