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% | 5.23 CHF | 5.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,025 CHF | 262,525 CHF | 99.37% | 99.37% |
19/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 260,793 CHF | 261,293 CHF | 99.30% | 99.30% |
18/11/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,478 CHF | 256,978 CHF | 99.30% | 99.30% |
15/11/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 257,269 CHF | 257,769 CHF | 99.39% | 99.39% |
14/11/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,710 CHF | 257,210 CHF | 99.35% | 99.35% |
13/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,102 CHF | 256,602 CHF | 99.39% | 99.39% |
12/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 251,254 CHF | 251,754 CHF | 99.08% | 99.08% |
11/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,113 CHF | 250,613 CHF | 99.30% | 99.30% |
08/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 251,266 CHF | 251,766 CHF | 99.39% | 99.39% |
07/11/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 250,158 CHF | 250,658 CHF | 99.30% | 99.30% |