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 | 0.20% | 5.04 CHF | 5.05 CHF | 75,000 | 75,000 | 74,381 | 74,381 | 376,483 CHF | 377,228 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 76,000 | 76,000 | 75,227 | 75,227 | 375,392 CHF | 376,145 CHF | 98.71% | 98.71% |
18/11/2024 | 0.21% | 5.00 CHF | 5.01 CHF | 76,000 | 76,000 | 76,915 | 76,915 | 376,266 CHF | 377,035 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 77,000 | 77,000 | 77,479 | 77,479 | 381,802 CHF | 382,577 CHF | 70.96% | 70.96% |
14/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 76,000 | 76,000 | 75,587 | 75,587 | 377,546 CHF | 378,303 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 77,000 | 77,000 | 76,529 | 76,529 | 375,821 CHF | 376,587 CHF | 99.72% | 99.72% |
12/11/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 78,000 | 78,000 | 76,358 | 76,358 | 376,412 CHF | 377,177 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 78,000 | 78,000 | 75,847 | 75,847 | 377,335 CHF | 378,094 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 76,000 | 76,000 | 74,450 | 74,450 | 380,007 CHF | 380,753 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 74,000 | 74,000 | 74,405 | 74,405 | 381,765 CHF | 382,510 CHF | 100.00% | 100.00% |