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% | 5.09 CHF | 5.10 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 205,707 CHF | 206,107 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,554 CHF | 127,804 CHF | 99.91% | 99.91% |
18/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,886 CHF | 130,136 CHF | 99.89% | 99.89% |
15/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,341 CHF | 129,591 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,762 CHF | 127,012 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,747 CHF | 120,997 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.78 CHF | 4.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,089 CHF | 124,339 CHF | 99.70% | 99.70% |
11/11/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,017 CHF | 128,267 CHF | 99.90% | 99.90% |
08/11/2024 | 0.19% | 5.05 CHF | 5.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,853 CHF | 129,103 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,278 CHF | 132,528 CHF | 99.91% | 99.91% |