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 | 0.48% | 4.76 CHF | 4.77 CHF | 66,000 | 66,000 | 29,544 | 29,544 | 143,241 CHF | 143,779 CHF | 99.34% | 99.34% |
19/11/2024 | 0.48% | 4.87 CHF | 4.88 CHF | 66,000 | 66,000 | 29,715 | 29,715 | 144,409 CHF | 144,949 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 4.91 CHF | 4.92 CHF | 65,000 | 65,000 | 29,370 | 29,370 | 143,928 CHF | 144,464 CHF | 99.78% | 99.78% |
15/11/2024 | 0.48% | 4.92 CHF | 4.93 CHF | 65,000 | 65,000 | 29,383 | 29,383 | 144,181 CHF | 144,717 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 4.91 CHF | 4.92 CHF | 65,000 | 65,000 | 29,424 | 29,424 | 145,108 CHF | 145,644 CHF | 98.56% | 98.56% |
13/11/2024 | 0.46% | 4.90 CHF | 4.91 CHF | 65,000 | 65,000 | 28,987 | 28,987 | 144,306 CHF | 144,829 CHF | 98.92% | 98.92% |
12/11/2024 | 0.46% | 5.05 CHF | 5.06 CHF | 64,000 | 64,000 | 29,030 | 29,030 | 146,195 CHF | 146,722 CHF | 99.90% | 99.90% |
11/11/2024 | 0.47% | 5.07 CHF | 5.08 CHF | 64,000 | 64,000 | 29,148 | 29,148 | 146,502 CHF | 147,036 CHF | 99.90% | 99.90% |
08/11/2024 | 0.48% | 4.93 CHF | 4.94 CHF | 65,000 | 65,000 | 29,927 | 29,927 | 145,182 CHF | 145,725 CHF | 99.05% | 99.05% |
07/11/2024 | 0.48% | 4.79 CHF | 4.80 CHF | 67,000 | 67,000 | 29,957 | 29,957 | 145,130 CHF | 145,674 CHF | 100.00% | 100.00% |