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% | 5.36 CHF | 5.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 264,965 CHF | 265,465 CHF | 99.38% | 99.38% |
19/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,538 CHF | 270,038 CHF | 99.30% | 99.30% |
18/11/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 261,708 CHF | 262,208 CHF | 99.31% | 99.31% |
15/11/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 260,084 CHF | 260,584 CHF | 99.37% | 99.37% |
14/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 268,951 CHF | 269,451 CHF | 99.39% | 99.39% |
13/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 267,688 CHF | 268,188 CHF | 99.39% | 99.39% |
12/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,836 CHF | 263,336 CHF | 99.09% | 99.09% |
11/11/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,628 CHF | 263,128 CHF | 99.25% | 99.25% |
08/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,379 CHF | 263,879 CHF | 99.39% | 99.39% |
07/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 267,064 CHF | 267,564 CHF | 99.24% | 99.24% |