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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 45,000 | 45,000 | 44,197 | 44,197 | 226,518 CHF | 226,960 CHF | 100.00% | 100.00% |
22/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 43,000 | 43,000 | 42,889 | 42,889 | 230,142 CHF | 230,571 CHF | 99.40% | 99.40% |
20/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 42,000 | 42,000 | 41,323 | 41,323 | 230,862 CHF | 231,275 CHF | 98.87% | 98.87% |
19/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 230,208 CHF | 230,630 CHF | 97.93% | 97.93% |
18/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 233,553 CHF | 233,958 CHF | 99.89% | 99.89% |
15/11/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 230,764 CHF | 231,155 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 229,963 CHF | 230,354 CHF | 98.60% | 98.60% |
13/11/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 230,793 CHF | 231,191 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.70 CHF | 5.71 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 230,888 CHF | 231,286 CHF | 99.88% | 99.88% |
11/11/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 230,711 CHF | 231,111 CHF | 100.00% | 100.00% |