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 | 0.45% | 4.80 CHF | 4.81 CHF | 40,200 | 40,200 | 21,887 | 21,887 | 111,551 CHF | 111,985 CHF | 99.78% | 99.78% |
19/11/2024 | 0.38% | 5.04 CHF | 5.05 CHF | 42,700 | 42,700 | 23,586 | 23,586 | 113,501 CHF | 113,880 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 4.79 CHF | 4.80 CHF | 45,400 | 45,400 | 25,163 | 25,163 | 117,298 CHF | 117,702 CHF | 99.90% | 99.90% |
15/11/2024 | 0.37% | 4.43 CHF | 4.44 CHF | 42,400 | 42,400 | 23,016 | 23,016 | 110,373 CHF | 110,742 CHF | 99.41% | 99.41% |
14/11/2024 | 0.43% | 5.04 CHF | 5.05 CHF | 38,800 | 38,800 | 20,263 | 20,263 | 109,448 CHF | 109,858 CHF | 99.66% | 99.66% |
13/11/2024 | 0.40% | 5.57 CHF | 5.58 CHF | 35,800 | 35,800 | 19,411 | 19,411 | 111,628 CHF | 112,013 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 5.66 CHF | 5.67 CHF | 36,800 | 36,800 | 20,017 | 20,017 | 114,147 CHF | 114,545 CHF | 99.90% | 99.90% |
11/11/2024 | 0.43% | 5.62 CHF | 5.63 CHF | 38,400 | 38,400 | 20,969 | 20,969 | 115,879 CHF | 116,299 CHF | 99.17% | 99.17% |
08/11/2024 | 0.41% | 5.45 CHF | 5.46 CHF | 36,400 | 36,400 | 20,060 | 20,060 | 112,216 CHF | 112,613 CHF | 99.08% | 99.08% |
07/11/2024 | 0.41% | 5.53 CHF | 5.54 CHF | 39,500 | 39,500 | 22,051 | 22,051 | 118,631 CHF | 119,050 CHF | 99.69% | 99.69% |