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% | 5.33 CHF | 5.34 CHF | 100,000 | 100,000 | 99,061 | 99,050 | 530,195 CHF | 531,128 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 100,000 | 100,000 | 99,048 | 99,045 | 522,959 CHF | 523,935 CHF | 98.70% | 98.70% |
18/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 100,000 | 100,000 | 99,069 | 99,057 | 513,513 CHF | 514,440 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 521,925 CHF | 522,925 CHF | 70.77% | 70.77% |
14/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 100,000 | 100,000 | 99,061 | 99,057 | 523,683 CHF | 524,654 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 100,000 | 100,000 | 99,060 | 99,059 | 515,157 CHF | 516,141 CHF | 99.84% | 99.84% |
12/11/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 516,968 CHF | 517,960 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 100,000 | 100,000 | 99,062 | 99,060 | 521,443 CHF | 522,424 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 533,933 CHF | 534,924 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 100,000 | 100,000 | 99,063 | 99,061 | 536,669 CHF | 537,650 CHF | 100.00% | 100.00% |