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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 75,000 | 75,000 | 74,967 | 74,967 | 435,734 CHF | 436,484 CHF | 100.00% | 100.00% |
22/11/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 416,385 CHF | 417,135 CHF | 100.00% | 100.00% |
20/11/2024 | 0.18% | 5.35 CHF | 5.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 412,316 CHF | 413,066 CHF | 99.94% | 99.94% |
19/11/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 401,638 CHF | 402,388 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 413,384 CHF | 414,134 CHF | 98.94% | 98.94% |
15/11/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 422,061 CHF | 422,811 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 438,294 CHF | 439,044 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 434,907 CHF | 435,657 CHF | 99.88% | 99.88% |
12/11/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 463,512 CHF | 464,262 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 474,359 CHF | 475,109 CHF | 100.00% | 100.00% |