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% | 5.75 CHF | 5.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,433 CHF | 290,933 CHF | 99.73% | 99.73% |
19/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 276,760 CHF | 277,260 CHF | 99.85% | 99.85% |
18/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,466 CHF | 278,966 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,460 CHF | 281,960 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 284,160 CHF | 284,660 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 287,204 CHF | 287,704 CHF | 99.94% | 99.94% |
12/11/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 293,017 CHF | 293,517 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 298,750 CHF | 299,250 CHF | 99.66% | 99.66% |
08/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,911 CHF | 291,411 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 292,430 CHF | 292,930 CHF | 99.70% | 99.70% |