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% | 5.09 CHF | 5.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,668 CHF | 255,168 CHF | 99.38% | 99.38% |
19/11/2024 | 0.19% | 5.07 CHF | 5.08 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 179,350 CHF | 179,700 CHF | 99.26% | 99.26% |
18/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 178,399 CHF | 178,749 CHF | 99.31% | 99.31% |
15/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 174,410 CHF | 174,760 CHF | 99.38% | 99.38% |
14/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 175,511 CHF | 175,861 CHF | 99.35% | 99.35% |
13/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 175,731 CHF | 176,081 CHF | 99.39% | 99.39% |
12/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 173,724 CHF | 174,074 CHF | 99.07% | 99.07% |
11/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 169,739 CHF | 170,089 CHF | 99.28% | 99.28% |
08/11/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 172,137 CHF | 172,487 CHF | 99.38% | 99.38% |
07/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 178,213 CHF | 178,563 CHF | 99.27% | 99.27% |