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% | 5.90 CHF | 5.91 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 175,967 CHF | 176,265 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 30,000 | 30,000 | 29,714 | 29,714 | 173,754 CHF | 174,051 CHF | 98.69% | 98.69% |
18/11/2024 | 0.18% | 5.86 CHF | 5.87 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 170,985 CHF | 171,282 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 173,693 CHF | 173,993 CHF | 70.85% | 70.85% |
14/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 174,073 CHF | 174,370 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.78 CHF | 5.79 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 171,411 CHF | 171,709 CHF | 99.82% | 99.82% |
12/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 171,918 CHF | 172,215 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 173,223 CHF | 173,521 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 176,832 CHF | 177,129 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 177,699 CHF | 177,996 CHF | 100.00% | 100.00% |