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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.43% | 4.76 CHF | 4.78 CHF | 33,500 | 33,500 | 33,568 | 33,568 | 156,971 CHF | 157,642 CHF | 99.64% | 99.64% |
20/11/2024 | 0.48% | 4.09 CHF | 4.11 CHF | 37,900 | 37,900 | 37,690 | 37,690 | 157,275 CHF | 158,029 CHF | 99.43% | 99.43% |
19/11/2024 | 0.49% | 4.07 CHF | 4.09 CHF | 37,500 | 37,500 | 37,495 | 37,495 | 154,003 CHF | 154,753 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 4.15 CHF | 4.17 CHF | 38,300 | 38,300 | 38,299 | 38,299 | 156,551 CHF | 157,317 CHF | 99.88% | 99.88% |
15/11/2024 | 0.50% | 4.07 CHF | 4.09 CHF | 38,800 | 38,800 | 39,069 | 39,069 | 157,092 CHF | 157,873 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 3.97 CHF | 3.99 CHF | 40,500 | 40,500 | 40,745 | 40,745 | 158,051 CHF | 158,866 CHF | 98.51% | 98.51% |
13/11/2024 | 0.53% | 3.77 CHF | 3.79 CHF | 42,100 | 42,100 | 42,306 | 42,306 | 158,784 CHF | 159,631 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 3.63 CHF | 3.65 CHF | 40,600 | 40,600 | 40,176 | 40,176 | 150,580 CHF | 151,384 CHF | 99.88% | 99.88% |
11/11/2024 | 0.51% | 3.92 CHF | 3.94 CHF | 41,200 | 41,200 | 41,390 | 41,390 | 161,279 CHF | 162,107 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 3.70 CHF | 3.72 CHF | 40,600 | 40,600 | 40,570 | 40,570 | 151,247 CHF | 152,058 CHF | 98.30% | 98.30% |