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% | 5.32 CHF | 5.33 CHF | 100,000 | 100,000 | 43,894 | 43,894 | 234,495 CHF | 234,935 CHF | 99.85% | 99.85% |
19/11/2024 | 0.20% | 5.25 CHF | 5.26 CHF | 100,000 | 100,000 | 45,678 | 45,678 | 237,246 CHF | 237,703 CHF | 99.93% | 99.93% |
18/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 230,876 CHF | 231,317 CHF | 99.53% | 99.53% |
15/11/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 100,000 | 100,000 | 44,391 | 44,391 | 244,934 CHF | 245,379 CHF | 99.69% | 99.69% |
14/11/2024 | 0.29% | 5.70 CHF | 5.73 CHF | 48,500 | 48,500 | 31,257 | 31,257 | 178,296 CHF | 178,869 CHF | 98.92% | 98.92% |
13/11/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 98,000 | 98,000 | 43,796 | 43,796 | 250,203 CHF | 250,642 CHF | 99.51% | 99.51% |
12/11/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 97,000 | 97,000 | 43,545 | 43,545 | 251,782 CHF | 252,218 CHF | 97.66% | 97.66% |
11/11/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 98,000 | 98,000 | 44,042 | 44,042 | 253,223 CHF | 253,664 CHF | 99.32% | 99.32% |
08/11/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 98,000 | 98,000 | 43,875 | 43,875 | 254,015 CHF | 254,456 CHF | 99.20% | 99.20% |
07/11/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 97,000 | 97,000 | 44,200 | 44,200 | 248,314 CHF | 248,757 CHF | 99.74% | 99.74% |