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 | 0.17% | 5.70 CHF | 5.71 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 413,832 CHF | 414,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 410,506 CHF | 411,243 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 411,110 CHF | 411,847 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 74,000 | 74,000 | 73,654 | 73,654 | 412,134 CHF | 412,871 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 409,838 CHF | 410,561 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 411,718 CHF | 412,454 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 412,214 CHF | 412,931 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 417,919 CHF | 418,636 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 414,474 CHF | 415,191 CHF | 99.18% | 99.18% |
07/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 410,018 CHF | 410,742 CHF | 100.00% | 100.00% |