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% | 5.21 CHF | 5.22 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 51,364 CHF | 51,464 CHF | 99.99% | 99.99% |
19/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 10,000 | 10,000 | 10,223 | 10,000 | 51,940 CHF | 50,930 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.00 CHF | 5.01 CHF | 10,000 | 10,000 | 10,354 | 10,000 | 53,235 CHF | 51,575 CHF | 99.77% | 99.77% |
15/11/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,013 CHF | 52,113 CHF | 99.99% | 99.99% |
14/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 53,573 CHF | 53,673 CHF | 95.92% | 95.92% |
13/11/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,461 CHF | 57,561 CHF | 97.72% | 97.72% |
12/11/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,110 CHF | 55,210 CHF | 98.70% | 98.70% |
11/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 52,625 CHF | 52,725 CHF | 95.92% | 95.92% |
08/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 51,940 CHF | 52,040 CHF | 84.64% | 84.64% |
07/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 10,000 | 10,000 | 12,140 | 10,000 | 60,867 CHF | 50,321 CHF | 99.99% | 99.99% |