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% | 5.80 CHF | 5.81 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 421,340 CHF | 422,058 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 418,191 CHF | 418,927 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 418,841 CHF | 419,578 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 419,878 CHF | 420,615 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 417,434 CHF | 418,157 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 419,423 CHF | 420,158 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 419,701 CHF | 420,418 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 425,423 CHF | 426,140 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 421,974 CHF | 422,691 CHF | 99.18% | 99.18% |
07/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 72,000 | 72,000 | 72,442 | 72,442 | 417,632 CHF | 418,357 CHF | 100.00% | 100.00% |