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 | 0.20% | 4.98 CHF | 4.99 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 207,369 CHF | 207,782 CHF | 99.43% | 99.43% |
19/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 206,351 CHF | 206,773 CHF | 97.93% | 97.93% |
18/11/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 210,433 CHF | 210,838 CHF | 99.88% | 99.88% |
15/11/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 208,384 CHF | 208,774 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 207,615 CHF | 208,006 CHF | 98.50% | 98.50% |
13/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 208,083 CHF | 208,481 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 208,219 CHF | 208,617 CHF | 99.88% | 99.88% |
11/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 207,839 CHF | 208,239 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 205,665 CHF | 206,067 CHF | 98.60% | 98.60% |
07/11/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 207,787 CHF | 208,184 CHF | 100.00% | 100.00% |