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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 183,000 | 183,000 | 101,085 | 101,085 | 504,977 CHF | 505,990 CHF | 100.00% | 100.00% |
20/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 501,245 CHF | 502,268 CHF | 99.90% | 99.90% |
19/11/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 185,000 | 185,000 | 102,503 | 102,503 | 503,143 CHF | 504,170 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 185,000 | 185,000 | 102,565 | 102,565 | 500,165 CHF | 501,193 CHF | 99.89% | 99.89% |
15/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 188,000 | 188,000 | 103,025 | 103,025 | 501,417 CHF | 502,449 CHF | 99.90% | 99.90% |
14/11/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 188,000 | 188,000 | 103,127 | 103,127 | 500,468 CHF | 501,501 CHF | 99.24% | 99.24% |
13/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 190,000 | 190,000 | 104,290 | 104,290 | 497,082 CHF | 498,127 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 190,000 | 190,000 | 104,348 | 104,348 | 498,155 CHF | 499,201 CHF | 99.83% | 99.83% |
11/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 190,000 | 190,000 | 103,591 | 103,591 | 497,436 CHF | 498,474 CHF | 99.65% | 99.65% |
08/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 190,000 | 190,000 | 103,118 | 103,118 | 500,038 CHF | 501,070 CHF | 97.66% | 97.66% |