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% | 4.10 CHF | 4.09 CHF | 46,000 | 47,000 | 46,072 | 46,072 | 187,857 CHF | 188,318 CHF | 0.96% | 97.34% |
22/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 47,000 | 47,000 | 45,851 | 45,851 | 183,004 CHF | 183,462 CHF | 100.00% | 100.00% |
20/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 47,000 | 47,000 | 45,747 | 45,747 | 184,575 CHF | 185,033 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 47,000 | 47,000 | 45,696 | 45,696 | 182,960 CHF | 183,417 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 47,000 | 47,000 | 45,752 | 45,752 | 183,866 CHF | 184,323 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 47,000 | 47,000 | 45,698 | 45,698 | 183,680 CHF | 184,137 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 47,000 | 47,000 | 46,283 | 46,283 | 182,873 CHF | 183,335 CHF | 99.39% | 99.39% |
13/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 47,000 | 47,000 | 45,865 | 45,865 | 183,350 CHF | 183,809 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 47,000 | 47,000 | 45,557 | 45,557 | 183,662 CHF | 184,117 CHF | 98.86% | 100.00% |
11/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 46,000 | 46,000 | 43,870 | 43,870 | 183,508 CHF | 183,946 CHF | 99.93% | 99.93% |