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 | 0.21% | 4.80 CHF | 4.81 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 202,943 CHF | 203,363 CHF | 99.43% | 99.43% |
19/11/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 199,735 CHF | 200,156 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 200,421 CHF | 200,841 CHF | 99.88% | 99.88% |
15/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 200,025 CHF | 200,453 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 200,480 CHF | 200,908 CHF | 98.52% | 98.52% |
13/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 200,929 CHF | 201,349 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 199,607 CHF | 200,028 CHF | 99.90% | 99.90% |
11/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 203,033 CHF | 203,452 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 202,693 CHF | 203,113 CHF | 98.30% | 98.30% |
07/11/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 203,040 CHF | 203,455 CHF | 100.00% | 100.00% |