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 | 0.38% | 5.20 CHF | 5.22 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 290,122 CHF | 291,225 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 5.02 CHF | 5.04 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 284,110 CHF | 285,249 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 5.06 CHF | 5.08 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 285,648 CHF | 286,786 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 5.04 CHF | 5.06 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 285,217 CHF | 286,339 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 5.13 CHF | 5.15 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 287,744 CHF | 288,864 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 5.18 CHF | 5.20 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 289,512 CHF | 290,625 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 5.19 CHF | 5.21 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 292,929 CHF | 294,030 CHF | 99.85% | 99.85% |
11/11/2024 | 0.37% | 5.43 CHF | 5.45 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 293,477 CHF | 294,558 CHF | 99.64% | 99.64% |
08/11/2024 | 0.38% | 5.31 CHF | 5.33 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 290,350 CHF | 291,450 CHF | 98.70% | 98.70% |
07/11/2024 | 0.38% | 5.30 CHF | 5.32 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 292,008 CHF | 293,109 CHF | 100.00% | 100.00% |