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 | 54,000 | 54,000 | 52,676 | 52,676 | 218,020 CHF | 218,547 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 218,522 CHF | 219,058 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 217,184 CHF | 217,720 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 217,107 CHF | 217,649 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 56,000 | 56,000 | 54,754 | 54,754 | 215,944 CHF | 216,492 CHF | 99.33% | 99.33% |
13/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 216,864 CHF | 217,409 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 56,000 | 56,000 | 55,306 | 55,306 | 221,087 CHF | 221,640 CHF | 68.32% | 100.00% |
11/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 218,796 CHF | 219,323 CHF | 99.93% | 99.93% |
08/11/2024 | 0.23% | 4.20 CHF | 4.21 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 220,135 CHF | 220,652 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 51,000 | 51,000 | 49,706 | 49,706 | 223,090 CHF | 223,587 CHF | 98.53% | 98.53% |