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% | 5.49 CHF | 5.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 415,996 CHF | 416,746 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 412,794 CHF | 413,544 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 411,918 CHF | 412,668 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 408,587 CHF | 409,337 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 401,487 CHF | 402,237 CHF | 99.57% | 99.57% |
13/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 391,969 CHF | 392,722 CHF | 99.32% | 99.32% |
12/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 394,344 CHF | 395,094 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 401,770 CHF | 402,520 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 392,976 CHF | 393,726 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.34 CHF | 5.35 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 395,232 CHF | 395,995 CHF | 99.13% | 99.13% |