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 | 0.25% | 4.00 CHF | 4.01 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 221,047 CHF | 221,593 CHF | 99.48% | 99.48% |
19/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 221,427 CHF | 221,970 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 222,205 CHF | 222,735 CHF | 99.89% | 99.89% |
15/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 221,993 CHF | 222,524 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 54,000 | 54,000 | 53,973 | 53,973 | 222,413 CHF | 222,952 CHF | 98.66% | 98.66% |
13/11/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 222,342 CHF | 222,883 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 222,356 CHF | 222,891 CHF | 99.88% | 99.88% |
11/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 223,891 CHF | 224,421 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 223,175 CHF | 223,715 CHF | 99.04% | 99.04% |
07/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 54,000 | 54,000 | 52,873 | 52,873 | 222,506 CHF | 223,034 CHF | 100.00% | 100.00% |