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% | 4.57 CHF | 4.58 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 193,178 CHF | 193,598 CHF | 99.44% | 99.44% |
19/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 189,974 CHF | 190,394 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 190,662 CHF | 191,082 CHF | 99.88% | 99.88% |
15/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 190,106 CHF | 190,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 190,553 CHF | 190,981 CHF | 98.53% | 98.53% |
13/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 191,190 CHF | 191,610 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 189,835 CHF | 190,256 CHF | 99.90% | 99.90% |
11/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 193,317 CHF | 193,735 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 192,963 CHF | 193,383 CHF | 98.30% | 98.30% |
07/11/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 193,424 CHF | 193,839 CHF | 100.00% | 100.00% |