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% | 5.29 CHF | 5.30 CHF | 43,500 | 43,500 | 43,091 | 43,091 | 230,382 CHF | 230,814 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 44,000 | 44,000 | 43,234 | 43,234 | 229,396 CHF | 229,828 CHF | 98.92% | 98.92% |
18/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 43,500 | 43,500 | 43,515 | 43,515 | 230,297 CHF | 230,733 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 44,000 | 44,000 | 44,056 | 44,056 | 231,124 CHF | 231,565 CHF | 71.75% | 71.75% |
14/11/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 44,500 | 44,500 | 44,098 | 44,098 | 227,333 CHF | 227,774 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 44,500 | 44,500 | 44,524 | 44,524 | 225,637 CHF | 226,082 CHF | 99.57% | 99.57% |
12/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 45,000 | 45,000 | 44,488 | 44,488 | 225,183 CHF | 225,629 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 44,500 | 44,500 | 44,083 | 44,083 | 227,554 CHF | 227,996 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 224,833 CHF | 225,279 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 45,000 | 45,000 | 44,340 | 44,340 | 229,014 CHF | 229,458 CHF | 100.00% | 100.00% |