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% | 5.35 CHF | 5.36 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 544,140 CHF | 545,167 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 542,562 CHF | 543,590 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 551,737 CHF | 552,769 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 504,500 CHF | 505,487 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 479,946 CHF | 480,913 CHF | 100.00% | 100.00% |
13/11/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 544,843 CHF | 545,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 102,000 | 102,000 | 100,022 | 100,022 | 522,584 CHF | 523,586 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 533,962 CHF | 534,976 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 551,061 CHF | 552,088 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 554,413 CHF | 555,439 CHF | 100.00% | 100.00% |