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 | 0.18% | 5.60 CHF | 5.61 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 226,491 CHF | 226,891 CHF | 99.39% | 99.39% |
19/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 222,569 CHF | 222,969 CHF | 99.31% | 99.31% |
18/11/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 111,852 CHF | 112,052 CHF | 99.27% | 99.27% |
15/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 111,968 CHF | 112,168 CHF | 99.39% | 99.39% |
14/11/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 110,324 CHF | 110,524 CHF | 99.37% | 99.37% |
13/11/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 110,070 CHF | 110,270 CHF | 99.36% | 99.36% |
12/11/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,251 CHF | 112,451 CHF | 99.10% | 99.10% |
11/11/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 115,573 CHF | 115,773 CHF | 99.31% | 99.31% |
08/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 111,819 CHF | 112,019 CHF | 99.39% | 99.39% |
07/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,179 CHF | 112,379 CHF | 99.24% | 99.24% |