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 | 0.21% | 4.84 CHF | 4.85 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 201,299 CHF | 201,713 CHF | 99.42% | 99.42% |
19/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 200,076 CHF | 200,498 CHF | 97.93% | 97.93% |
18/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 41,000 | 41,000 | 40,510 | 40,510 | 204,512 CHF | 204,917 CHF | 99.89% | 99.89% |
15/11/2024 | 0.19% | 5.08 CHF | 5.09 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 202,698 CHF | 203,089 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 39,000 | 39,000 | 39,051 | 39,051 | 201,947 CHF | 202,337 CHF | 98.61% | 98.61% |
13/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 202,280 CHF | 202,679 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 202,438 CHF | 202,836 CHF | 99.88% | 99.88% |
11/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 202,008 CHF | 202,408 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 199,757 CHF | 200,160 CHF | 98.60% | 98.60% |
07/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 201,954 CHF | 202,352 CHF | 100.00% | 100.00% |