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 | 0.40% | 4.90 CHF | 4.92 CHF | 16,600 | 16,600 | 16,584 | 16,584 | 82,688 CHF | 83,020 CHF | 99.44% | 99.44% |
19/11/2024 | 0.42% | 4.77 CHF | 4.79 CHF | 16,400 | 16,400 | 16,418 | 16,418 | 78,357 CHF | 78,685 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 4.85 CHF | 4.87 CHF | 16,700 | 16,700 | 16,734 | 16,734 | 80,789 CHF | 81,123 CHF | 99.88% | 99.88% |
15/11/2024 | 0.44% | 4.71 CHF | 4.73 CHF | 16,700 | 16,700 | 16,813 | 16,813 | 76,876 CHF | 77,212 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 4.86 CHF | 4.88 CHF | 16,300 | 16,300 | 16,524 | 16,524 | 75,838 CHF | 76,168 CHF | 98.52% | 98.52% |
13/11/2024 | 0.41% | 4.87 CHF | 4.89 CHF | 17,000 | 17,000 | 17,044 | 17,044 | 82,882 CHF | 83,223 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 4.59 CHF | 4.61 CHF | 16,200 | 16,200 | 16,099 | 16,099 | 76,633 CHF | 76,955 CHF | 99.88% | 99.88% |
11/11/2024 | 0.39% | 5.03 CHF | 5.05 CHF | 15,900 | 15,900 | 15,865 | 15,865 | 80,261 CHF | 80,578 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 5.00 CHF | 5.02 CHF | 15,700 | 15,700 | 15,721 | 15,721 | 78,518 CHF | 78,833 CHF | 98.30% | 98.30% |
07/11/2024 | 0.38% | 5.12 CHF | 5.14 CHF | 15,600 | 15,600 | 15,538 | 15,538 | 80,628 CHF | 80,939 CHF | 100.00% | 100.00% |