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 | 0.19% | 5.22 CHF | 5.23 CHF | 168,000 | 168,000 | 74,843 | 74,843 | 395,768 CHF | 396,519 CHF | 99.90% | 99.90% |
19/11/2024 | 0.20% | 5.29 CHF | 5.30 CHF | 168,000 | 168,000 | 75,426 | 75,426 | 393,029 CHF | 393,785 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 166,000 | 166,000 | 74,327 | 74,327 | 396,889 CHF | 397,633 CHF | 99.90% | 99.90% |
15/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 166,000 | 166,000 | 71,675 | 71,675 | 396,324 CHF | 397,046 CHF | 99.69% | 99.69% |
14/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 160,000 | 160,000 | 69,672 | 69,672 | 404,937 CHF | 405,635 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 160,000 | 160,000 | 72,221 | 72,221 | 404,710 CHF | 405,433 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 164,000 | 164,000 | 73,240 | 73,240 | 400,130 CHF | 400,864 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 164,000 | 164,000 | 72,755 | 72,755 | 400,678 CHF | 401,406 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 404,032 CHF | 404,766 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.57 CHF | 5.58 CHF | 164,000 | 164,000 | 73,573 | 73,573 | 404,235 CHF | 404,973 CHF | 99.33% | 99.33% |