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% | 4.64 CHF | 4.65 CHF | 135,000 | 135,000 | 74,343 | 74,343 | 350,247 CHF | 350,992 CHF | 99.90% | 99.90% |
19/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 135,000 | 135,000 | 74,053 | 74,053 | 344,112 CHF | 344,854 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 135,000 | 135,000 | 74,278 | 74,278 | 349,828 CHF | 350,572 CHF | 99.55% | 99.55% |
15/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 135,000 | 135,000 | 74,073 | 74,073 | 356,744 CHF | 357,487 CHF | 99.72% | 99.72% |
14/11/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 130,000 | 130,000 | 71,744 | 71,744 | 350,587 CHF | 351,306 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 354,888 CHF | 355,632 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 350,723 CHF | 351,467 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 135,000 | 135,000 | 74,245 | 74,245 | 355,099 CHF | 355,843 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 135,000 | 135,000 | 74,411 | 74,411 | 356,686 CHF | 357,432 CHF | 99.18% | 99.18% |
07/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 135,000 | 135,000 | 74,219 | 74,219 | 352,474 CHF | 353,217 CHF | 100.00% | 100.00% |