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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.19% | 5.49 CHF | 5.50 CHF | 183,000 | 183,000 | 101,085 | 101,085 | 552,610 CHF | 553,623 CHF | 100.00% | 100.00% |
20/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 548,954 CHF | 549,977 CHF | 99.90% | 99.90% |
19/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 185,000 | 185,000 | 102,503 | 102,503 | 550,920 CHF | 551,947 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 185,000 | 185,000 | 102,564 | 102,564 | 548,174 CHF | 549,202 CHF | 99.89% | 99.89% |
15/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 188,000 | 188,000 | 103,024 | 103,024 | 549,694 CHF | 550,727 CHF | 99.90% | 99.90% |
14/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 188,000 | 188,000 | 103,132 | 103,132 | 548,839 CHF | 549,872 CHF | 99.18% | 99.18% |
13/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 190,000 | 190,000 | 104,289 | 104,289 | 545,636 CHF | 546,680 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 190,000 | 190,000 | 104,626 | 104,626 | 548,106 CHF | 549,154 CHF | 98.87% | 98.87% |
11/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 190,000 | 190,000 | 103,591 | 103,591 | 545,391 CHF | 546,429 CHF | 99.65% | 99.65% |
08/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 190,000 | 190,000 | 103,247 | 103,247 | 548,142 CHF | 549,176 CHF | 96.68% | 96.68% |