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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 57,000 | 57,000 | 56,810 | 56,810 | 238,749 CHF | 239,317 CHF | 100.00% | 100.00% |
22/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 57,000 | 57,000 | 56,886 | 56,886 | 238,054 CHF | 238,622 CHF | 99.64% | 99.64% |
20/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 240,350 CHF | 240,895 CHF | 99.44% | 99.44% |
19/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 240,693 CHF | 241,236 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 241,068 CHF | 241,598 CHF | 99.88% | 99.88% |
15/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 240,911 CHF | 241,442 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 241,607 CHF | 242,147 CHF | 98.57% | 98.57% |
13/11/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 241,573 CHF | 242,114 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 241,403 CHF | 241,938 CHF | 99.88% | 99.88% |
11/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 242,709 CHF | 243,239 CHF | 100.00% | 100.00% |