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% | 5.29 CHF | 5.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 788,254 CHF | 789,754 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 807,121 CHF | 808,621 CHF | 99.65% | 99.65% |
18/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 781,916 CHF | 783,416 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 763,595 CHF | 765,095 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 728,717 CHF | 730,217 CHF | 99.79% | 99.79% |
13/11/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 780,932 CHF | 782,432 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 752,764 CHF | 754,264 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.01 CHF | 5.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 791,388 CHF | 792,888 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.38 CHF | 5.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 815,321 CHF | 816,821 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.55 CHF | 5.56 CHF | 150,000 | 150,000 | 149,994 | 149,994 | 807,396 CHF | 808,896 CHF | 99.49% | 99.49% |