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 | 0.37% | 5.28 CHF | 5.30 CHF | 44,500 | 44,500 | 44,802 | 44,802 | 243,977 CHF | 244,873 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 5.44 CHF | 5.46 CHF | 45,000 | 45,000 | 43,977 | 43,977 | 236,757 CHF | 237,637 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 43,300 | 43,300 | 42,516 | 42,516 | 238,015 CHF | 238,865 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 5.60 CHF | 5.62 CHF | 42,000 | 42,000 | 42,601 | 42,601 | 244,539 CHF | 245,391 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 5.73 CHF | 5.75 CHF | 43,000 | 43,000 | 42,880 | 42,880 | 241,766 CHF | 242,624 CHF | 99.91% | 99.91% |
13/11/2024 | 0.35% | 5.48 CHF | 5.50 CHF | 42,800 | 42,800 | 43,464 | 43,464 | 246,281 CHF | 247,150 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 43,900 | 43,900 | 43,418 | 43,418 | 243,594 CHF | 244,462 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 5.68 CHF | 5.70 CHF | 43,100 | 43,100 | 42,497 | 42,497 | 242,498 CHF | 243,348 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 5.74 CHF | 5.76 CHF | 42,100 | 42,100 | 41,075 | 41,075 | 239,396 CHF | 240,217 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 6.02 CHF | 6.04 CHF | 40,400 | 40,400 | 41,902 | 41,902 | 255,636 CHF | 256,474 CHF | 100.00% | 100.00% |