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 | 0.22% | 4.58 CHF | 4.59 CHF | 135,000 | 135,000 | 74,339 | 74,339 | 345,580 CHF | 346,325 CHF | 99.90% | 99.90% |
19/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 135,000 | 135,000 | 74,052 | 74,052 | 339,485 CHF | 340,227 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 135,000 | 135,000 | 74,260 | 74,260 | 345,101 CHF | 345,845 CHF | 99.52% | 99.52% |
15/11/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 135,000 | 135,000 | 74,334 | 74,334 | 353,404 CHF | 354,149 CHF | 99.33% | 99.33% |
14/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 130,000 | 130,000 | 71,745 | 71,745 | 346,144 CHF | 346,863 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 350,290 CHF | 351,034 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 346,158 CHF | 346,902 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 135,000 | 135,000 | 74,244 | 74,244 | 350,533 CHF | 351,277 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 135,000 | 135,000 | 74,397 | 74,397 | 352,104 CHF | 352,850 CHF | 99.20% | 99.20% |
07/11/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 135,000 | 135,000 | 74,218 | 74,218 | 347,951 CHF | 348,695 CHF | 100.00% | 100.00% |