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 | 0.49% | 4.09 CHF | 4.11 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 78,979 CHF | 79,366 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 4.10 CHF | 4.12 CHF | 19,500 | 19,500 | 19,315 | 19,315 | 78,610 CHF | 78,996 CHF | 98.89% | 98.89% |
18/11/2024 | 0.49% | 4.07 CHF | 4.09 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 79,471 CHF | 79,858 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 4.18 CHF | 4.20 CHF | 19,500 | 19,500 | 19,500 | 19,500 | 80,164 CHF | 80,554 CHF | 71.89% | 71.89% |
14/11/2024 | 0.49% | 4.08 CHF | 4.10 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 78,721 CHF | 79,107 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 4.00 CHF | 4.02 CHF | 19,500 | 19,500 | 19,315 | 19,315 | 77,676 CHF | 78,063 CHF | 99.19% | 99.19% |
12/11/2024 | 0.51% | 3.95 CHF | 3.97 CHF | 19,500 | 19,500 | 19,316 | 19,316 | 76,936 CHF | 77,323 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 4.09 CHF | 4.11 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 79,933 CHF | 80,320 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 4.15 CHF | 4.17 CHF | 19,500 | 19,500 | 19,317 | 19,317 | 79,656 CHF | 80,043 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 4.10 CHF | 4.12 CHF | 19,500 | 19,500 | 19,318 | 19,318 | 79,582 CHF | 79,969 CHF | 100.00% | 100.00% |