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% | 5.80 CHF | 5.81 CHF | 120,400 | 120,400 | 120,702 | 120,702 | 706,648 CHF | 707,855 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 120,900 | 120,900 | 120,118 | 120,118 | 700,565 CHF | 701,766 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 119,600 | 119,600 | 118,997 | 118,997 | 702,955 CHF | 704,145 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 118,700 | 118,700 | 119,121 | 119,121 | 709,431 CHF | 710,622 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 119,400 | 119,400 | 119,340 | 119,340 | 706,510 CHF | 707,703 CHF | 99.91% | 99.91% |
13/11/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 119,300 | 119,300 | 119,783 | 119,783 | 710,229 CHF | 711,426 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 120,100 | 120,100 | 119,738 | 119,738 | 707,548 CHF | 708,745 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 119,500 | 119,500 | 119,017 | 119,017 | 707,223 CHF | 708,413 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 118,800 | 118,800 | 117,956 | 117,956 | 705,848 CHF | 707,028 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.05 CHF | 6.06 CHF | 117,400 | 117,400 | 118,662 | 118,662 | 720,795 CHF | 721,982 CHF | 100.00% | 100.00% |