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 | 0.18% | 5.52 CHF | 5.53 CHF | 100,000 | 100,000 | 43,854 | 43,854 | 243,193 CHF | 243,632 CHF | 99.71% | 99.71% |
19/11/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 100,000 | 100,000 | 45,726 | 45,726 | 246,747 CHF | 247,205 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.52 CHF | 5.53 CHF | 100,000 | 100,000 | 44,021 | 44,021 | 239,823 CHF | 240,264 CHF | 99.53% | 99.53% |
15/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 100,000 | 100,000 | 44,385 | 44,385 | 253,926 CHF | 254,371 CHF | 99.68% | 99.68% |
14/11/2024 | 0.28% | 5.90 CHF | 5.93 CHF | 48,500 | 48,500 | 31,257 | 31,257 | 184,657 CHF | 185,231 CHF | 98.91% | 98.91% |
13/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 98,000 | 98,000 | 43,784 | 43,784 | 258,981 CHF | 259,419 CHF | 99.74% | 99.74% |
12/11/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 97,000 | 97,000 | 43,486 | 43,486 | 260,228 CHF | 260,664 CHF | 97.55% | 97.55% |
11/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 98,000 | 98,000 | 44,057 | 44,057 | 262,182 CHF | 262,623 CHF | 99.34% | 99.34% |
08/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 98,000 | 98,000 | 43,873 | 43,873 | 262,767 CHF | 263,208 CHF | 99.20% | 99.20% |
07/11/2024 | 0.18% | 6.00 CHF | 6.01 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 257,043 CHF | 257,486 CHF | 99.74% | 99.74% |