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 | 0.20% | 4.86 CHF | 4.87 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 205,547 CHF | 205,967 CHF | 99.47% | 99.47% |
19/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 202,312 CHF | 202,733 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 203,000 CHF | 203,420 CHF | 99.89% | 99.89% |
15/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 202,614 CHF | 203,042 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 203,072 CHF | 203,500 CHF | 98.66% | 98.66% |
13/11/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 203,513 CHF | 203,933 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 202,182 CHF | 202,603 CHF | 99.88% | 99.88% |
11/11/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 205,623 CHF | 206,041 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 205,305 CHF | 205,725 CHF | 98.29% | 98.29% |
07/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 205,631 CHF | 206,045 CHF | 100.00% | 100.00% |