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 | 0.26% | 4.96 CHF | 4.97 CHF | 50,100 | 50,100 | 27,588 | 27,588 | 142,421 CHF | 142,765 CHF | 99.90% | 99.90% |
19/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 50,800 | 50,800 | 27,826 | 27,826 | 139,475 CHF | 139,754 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 51,000 | 51,000 | 28,015 | 28,015 | 144,241 CHF | 144,522 CHF | 99.55% | 99.55% |
15/11/2024 | 0.28% | 5.18 CHF | 5.19 CHF | 46,600 | 46,600 | 25,609 | 25,609 | 139,749 CHF | 140,105 CHF | 99.51% | 99.51% |
14/11/2024 | 0.27% | 5.64 CHF | 5.65 CHF | 47,100 | 47,100 | 25,078 | 25,078 | 141,818 CHF | 142,166 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 5.41 CHF | 5.42 CHF | 47,800 | 47,800 | 26,288 | 26,288 | 142,191 CHF | 142,556 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 5.36 CHF | 5.37 CHF | 49,500 | 49,500 | 27,194 | 27,194 | 143,403 CHF | 143,780 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 5.24 CHF | 5.25 CHF | 47,800 | 47,800 | 26,293 | 26,293 | 143,689 CHF | 144,053 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 5.51 CHF | 5.52 CHF | 46,800 | 46,800 | 25,796 | 25,796 | 143,724 CHF | 144,081 CHF | 99.19% | 99.19% |
07/11/2024 | 0.29% | 5.59 CHF | 5.60 CHF | 48,500 | 48,500 | 26,663 | 26,663 | 144,687 CHF | 145,057 CHF | 99.89% | 99.89% |