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 | 0.24% | 4.14 CHF | 4.15 CHF | 36,800 | 36,800 | 36,800 | 36,800 | 156,051 CHF | 156,419 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 36,400 | 36,400 | 36,400 | 36,400 | 150,352 CHF | 150,716 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 35,500 | 35,500 | 35,500 | 35,500 | 153,607 CHF | 153,962 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 35,200 | 35,200 | 35,200 | 35,200 | 158,111 CHF | 158,463 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 36,100 | 36,100 | 36,100 | 36,100 | 157,978 CHF | 158,339 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 35,300 | 35,300 | 35,300 | 35,300 | 154,347 CHF | 154,700 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 33,100 | 33,100 | 33,100 | 33,100 | 152,283 CHF | 152,614 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 34,500 | 34,500 | 34,500 | 34,500 | 167,502 CHF | 167,847 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 34,700 | 34,700 | 34,700 | 34,700 | 158,755 CHF | 159,102 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 35,500 | 35,500 | 35,500 | 35,500 | 164,817 CHF | 165,172 CHF | 99.67% | 99.67% |