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% | 4.87 CHF | 4.88 CHF | 135,000 | 135,000 | 74,340 | 74,340 | 367,341 CHF | 368,086 CHF | 99.90% | 99.90% |
19/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 135,000 | 135,000 | 74,051 | 74,051 | 361,074 CHF | 361,816 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 135,000 | 135,000 | 74,276 | 74,276 | 366,921 CHF | 367,665 CHF | 99.55% | 99.55% |
15/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 135,000 | 135,000 | 74,073 | 74,073 | 373,816 CHF | 374,558 CHF | 99.72% | 99.72% |
14/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 130,000 | 130,000 | 71,744 | 71,744 | 367,161 CHF | 367,880 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 135,000 | 135,000 | 74,233 | 74,233 | 371,888 CHF | 372,632 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 135,000 | 135,000 | 74,228 | 74,228 | 367,727 CHF | 368,471 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 135,000 | 135,000 | 74,243 | 74,243 | 372,005 CHF | 372,749 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 135,000 | 135,000 | 74,411 | 74,411 | 373,506 CHF | 374,252 CHF | 99.19% | 99.19% |
07/11/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 135,000 | 135,000 | 74,205 | 74,205 | 369,258 CHF | 370,001 CHF | 100.00% | 100.00% |