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% | 4.62 CHF | 4.63 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 195,276 CHF | 195,696 CHF | 99.47% | 99.47% |
19/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 192,044 CHF | 192,465 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 192,736 CHF | 193,156 CHF | 99.89% | 99.89% |
15/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 192,184 CHF | 192,612 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 192,634 CHF | 193,062 CHF | 98.63% | 98.63% |
13/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 193,271 CHF | 193,691 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 191,908 CHF | 192,329 CHF | 99.88% | 99.88% |
11/11/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 195,415 CHF | 195,834 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 195,058 CHF | 195,478 CHF | 98.29% | 98.29% |
07/11/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 195,513 CHF | 195,928 CHF | 100.00% | 100.00% |