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% | 5.77 CHF | 5.78 CHF | 30,000 | 30,000 | 29,718 | 29,717 | 171,909 CHF | 172,200 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 30,000 | 30,000 | 29,715 | 29,713 | 169,704 CHF | 169,995 CHF | 98.69% | 98.69% |
18/11/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 30,000 | 30,000 | 29,719 | 29,717 | 166,913 CHF | 167,202 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 169,590 CHF | 169,890 CHF | 70.85% | 70.85% |
14/11/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 170,001 CHF | 170,298 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 167,360 CHF | 167,658 CHF | 99.72% | 99.72% |
12/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 167,888 CHF | 168,186 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 169,193 CHF | 169,491 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.76 CHF | 5.77 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 172,826 CHF | 173,123 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 173,682 CHF | 173,980 CHF | 100.00% | 100.00% |