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 | 0.19% | 5.35 CHF | 5.36 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 226,061 CHF | 226,481 CHF | 99.47% | 99.47% |
19/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 222,835 CHF | 223,256 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 223,505 CHF | 223,925 CHF | 99.89% | 99.89% |
15/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 223,491 CHF | 223,919 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 223,961 CHF | 224,389 CHF | 98.56% | 98.56% |
13/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 224,004 CHF | 224,424 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 222,714 CHF | 223,135 CHF | 99.88% | 99.88% |
11/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 226,047 CHF | 226,466 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 225,770 CHF | 226,190 CHF | 98.29% | 98.29% |
07/11/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 225,845 CHF | 226,259 CHF | 100.00% | 100.00% |