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 | 0.23% | 4.20 CHF | 4.21 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 232,149 CHF | 232,695 CHF | 99.43% | 99.43% |
19/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 54,000 | 54,000 | 54,322 | 54,322 | 232,482 CHF | 233,026 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 233,072 CHF | 233,602 CHF | 99.88% | 99.88% |
15/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 232,899 CHF | 233,430 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 233,464 CHF | 234,003 CHF | 98.58% | 98.58% |
13/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 233,406 CHF | 233,947 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 233,285 CHF | 233,820 CHF | 99.88% | 99.88% |
11/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 234,714 CHF | 235,244 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 234,221 CHF | 234,761 CHF | 99.05% | 99.05% |
07/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 54,000 | 54,000 | 52,873 | 52,873 | 233,380 CHF | 233,909 CHF | 100.00% | 100.00% |