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 | 0.37% | 5.46 CHF | 5.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 135,630 CHF | 136,130 CHF | 99.48% | 99.48% |
19/11/2024 | 0.37% | 5.33 CHF | 5.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,689 CHF | 135,189 CHF | 99.21% | 99.21% |
18/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,095 CHF | 143,595 CHF | 99.38% | 99.38% |
15/11/2024 | 0.34% | 5.88 CHF | 5.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,665 CHF | 147,165 CHF | 98.87% | 98.87% |
14/11/2024 | 0.34% | 5.82 CHF | 5.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,266 CHF | 146,766 CHF | 99.37% | 99.37% |
13/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 25,000 | 25,000 | 22,428 | 22,428 | 127,489 CHF | 127,938 CHF | 99.01% | 99.01% |
12/11/2024 | 0.36% | 5.63 CHF | 5.65 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 73,063 CHF | 73,323 CHF | 98.44% | 98.44% |
11/11/2024 | 0.36% | 5.63 CHF | 5.65 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 72,399 CHF | 72,659 CHF | 99.24% | 99.24% |
08/11/2024 | 0.37% | 5.47 CHF | 5.49 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 70,158 CHF | 70,418 CHF | 99.29% | 99.29% |
07/11/2024 | 0.36% | 5.46 CHF | 5.48 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 72,223 CHF | 72,483 CHF | 99.30% | 99.30% |