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% | 5.04 CHF | 5.05 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 212,897 CHF | 213,317 CHF | 99.44% | 99.44% |
19/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 209,702 CHF | 210,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 210,371 CHF | 210,791 CHF | 99.88% | 99.88% |
15/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 210,163 CHF | 210,590 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 210,621 CHF | 211,049 CHF | 98.60% | 98.60% |
13/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 210,896 CHF | 211,316 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 209,584 CHF | 210,005 CHF | 99.88% | 99.88% |
11/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 212,947 CHF | 213,365 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 212,657 CHF | 213,077 CHF | 98.30% | 98.30% |
07/11/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 212,859 CHF | 213,273 CHF | 100.00% | 100.00% |