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% | 5.31 CHF | 5.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,057,050 CHF | 1,059,050 CHF | 99.81% | 99.81% |
19/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,077,730 CHF | 1,079,730 CHF | 99.72% | 99.72% |
18/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,064,690 CHF | 1,066,690 CHF | 99.71% | 99.71% |
15/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,049,160 CHF | 1,051,160 CHF | 99.81% | 99.81% |
14/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,042,870 CHF | 1,044,870 CHF | 99.81% | 99.81% |
13/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,050,680 CHF | 1,052,680 CHF | 99.81% | 99.81% |
12/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,033,130 CHF | 1,035,130 CHF | 99.51% | 99.51% |
11/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,019,880 CHF | 1,021,880 CHF | 99.72% | 99.72% |
08/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,035,810 CHF | 1,037,810 CHF | 99.81% | 99.81% |
07/11/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,025,680 CHF | 1,027,680 CHF | 95.70% | 95.70% |