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 | 0.18% | 5.47 CHF | 5.48 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 543,680 CHF | 544,672 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 100,000 | 100,000 | 99,049 | 99,044 | 536,464 CHF | 537,434 CHF | 98.70% | 98.70% |
18/11/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 100,000 | 100,000 | 99,063 | 99,058 | 527,036 CHF | 528,006 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 535,592 CHF | 536,592 CHF | 70.80% | 70.80% |
14/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 537,253 CHF | 538,245 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 528,659 CHF | 529,650 CHF | 99.82% | 99.82% |
12/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 530,392 CHF | 531,384 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 534,878 CHF | 535,870 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 547,267 CHF | 548,258 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 550,031 CHF | 551,022 CHF | 100.00% | 100.00% |