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% | 5.14 CHF | 5.15 CHF | 50,000 | 50,000 | 30,526 | 30,526 | 157,996 CHF | 158,301 CHF | 97.88% | 97.88% |
19/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 50,000 | 50,000 | 31,241 | 31,241 | 156,789 CHF | 157,101 CHF | 86.69% | 86.69% |
18/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 50,000 | 50,000 | 30,444 | 30,444 | 154,433 CHF | 154,737 CHF | 99.39% | 99.39% |
15/11/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 50,000 | 50,000 | 30,486 | 30,486 | 163,291 CHF | 163,595 CHF | 98.57% | 98.57% |
14/11/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 50,000 | 50,000 | 30,399 | 30,399 | 167,982 CHF | 168,286 CHF | 99.07% | 99.07% |
13/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 50,000 | 50,000 | 30,914 | 30,914 | 171,239 CHF | 171,548 CHF | 91.45% | 91.45% |
12/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 170,018 CHF | 170,323 CHF | 99.65% | 99.65% |
11/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 50,000 | 50,000 | 30,372 | 30,372 | 169,931 CHF | 170,235 CHF | 98.82% | 98.82% |
08/11/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 50,000 | 50,000 | 30,495 | 30,495 | 171,361 CHF | 171,666 CHF | 98.43% | 98.43% |
07/11/2024 | 0.19% | 5.62 CHF | 5.63 CHF | 50,000 | 50,000 | 30,428 | 30,428 | 164,553 CHF | 164,858 CHF | 99.59% | 99.59% |