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 | 0.21% | 5.21 CHF | 5.22 CHF | 52,800 | 52,800 | 29,019 | 29,019 | 145,212 CHF | 145,502 CHF | 99.90% | 99.90% |
19/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 51,500 | 51,500 | 28,230 | 28,230 | 144,802 CHF | 145,085 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 51,100 | 51,100 | 28,115 | 28,115 | 141,669 CHF | 141,950 CHF | 99.55% | 99.55% |
15/11/2024 | 0.21% | 5.04 CHF | 5.05 CHF | 58,500 | 58,500 | 32,121 | 32,121 | 154,743 CHF | 155,065 CHF | 99.51% | 99.51% |
14/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 57,300 | 57,300 | 30,481 | 30,481 | 141,933 CHF | 142,238 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 55,900 | 55,900 | 30,727 | 30,727 | 147,899 CHF | 148,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 52,600 | 52,600 | 28,916 | 28,916 | 142,872 CHF | 143,162 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.95 CHF | 4.96 CHF | 55,600 | 55,600 | 30,568 | 30,568 | 145,310 CHF | 145,617 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 57,500 | 57,500 | 31,656 | 31,656 | 145,441 CHF | 145,758 CHF | 99.18% | 99.18% |
07/11/2024 | 0.21% | 4.57 CHF | 4.58 CHF | 54,000 | 54,000 | 29,644 | 29,644 | 140,612 CHF | 140,909 CHF | 100.00% | 100.00% |