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 | 0.18% | 5.53 CHF | 5.54 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 401,501 CHF | 402,219 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 397,850 CHF | 398,587 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 398,427 CHF | 399,164 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.36 CHF | 5.37 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 399,476 CHF | 400,212 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 397,405 CHF | 398,128 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 399,090 CHF | 399,826 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 399,865 CHF | 400,582 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 405,587 CHF | 406,304 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 402,109 CHF | 402,826 CHF | 99.18% | 99.18% |
07/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 397,488 CHF | 398,212 CHF | 100.00% | 100.00% |