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% | 4.88 CHF | 4.89 CHF | 189,900 | 189,900 | 188,762 | 188,762 | 950,488 CHF | 952,376 CHF | 99.45% | 99.45% |
19/11/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 188,000 | 188,000 | 190,287 | 190,287 | 973,759 CHF | 975,662 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 191,800 | 191,800 | 188,868 | 188,868 | 957,872 CHF | 959,761 CHF | 98.78% | 98.78% |
15/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 187,000 | 187,000 | 190,412 | 190,412 | 975,357 CHF | 977,261 CHF | 98.67% | 98.67% |
14/11/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 192,600 | 192,600 | 183,477 | 183,477 | 918,240 CHF | 920,074 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 177,400 | 177,400 | 178,360 | 178,360 | 958,650 CHF | 960,434 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 179,000 | 179,000 | 175,936 | 175,936 | 949,281 CHF | 951,041 CHF | 99.82% | 99.82% |
11/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 173,900 | 173,900 | 163,135 | 163,135 | 915,630 CHF | 917,261 CHF | 99.74% | 99.74% |
08/11/2024 | 0.16% | 6.00 CHF | 6.01 CHF | 156,200 | 156,200 | 155,901 | 155,901 | 966,156 CHF | 967,715 CHF | 99.10% | 99.10% |
07/11/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 155,700 | 155,700 | 161,891 | 161,891 | 1,013,940 CHF | 1,015,560 CHF | 99.96% | 99.96% |