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% | 5.28 CHF | 5.29 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 219,796 CHF | 220,209 CHF | 99.43% | 99.43% |
19/11/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 219,022 CHF | 219,444 CHF | 97.93% | 97.93% |
18/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 41,000 | 41,000 | 40,510 | 40,510 | 222,642 CHF | 223,047 CHF | 99.88% | 99.88% |
15/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 220,176 CHF | 220,566 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 219,393 CHF | 219,783 CHF | 98.57% | 98.57% |
13/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 220,100 CHF | 220,498 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 220,213 CHF | 220,611 CHF | 99.88% | 99.88% |
11/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 219,903 CHF | 220,303 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 217,844 CHF | 218,247 CHF | 98.60% | 98.60% |
07/11/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 40,000 | 40,000 | 39,757 | 39,757 | 219,859 CHF | 220,257 CHF | 100.00% | 100.00% |