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 | 0.17% | 5.91 CHF | 5.92 CHF | 42,000 | 42,000 | 41,313 | 41,313 | 246,483 CHF | 246,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 41,662 | 41,662 | 246,783 CHF | 247,200 CHF | 98.91% | 98.91% |
18/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 42,000 | 42,000 | 41,725 | 41,725 | 246,696 CHF | 247,114 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 42,445 | 42,445 | 248,913 CHF | 249,337 CHF | 72.09% | 72.09% |
14/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42,500 | 42,500 | 42,800 | 42,800 | 247,075 CHF | 247,503 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 43,500 | 43,500 | 43,451 | 43,451 | 247,036 CHF | 247,471 CHF | 99.57% | 99.57% |
12/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 44,500 | 44,500 | 43,480 | 43,480 | 246,959 CHF | 247,394 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 43,000 | 43,000 | 42,620 | 42,620 | 246,335 CHF | 246,762 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 44,000 | 44,000 | 43,548 | 43,548 | 246,564 CHF | 247,000 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 5.76 CHF | 5.77 CHF | 43,000 | 43,000 | 42,653 | 42,653 | 246,665 CHF | 247,092 CHF | 100.00% | 100.00% |