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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 183,000 | 183,000 | 101,085 | 101,085 | 481,182 CHF | 482,195 CHF | 100.00% | 100.00% |
20/11/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 188,000 | 188,000 | 101,966 | 101,966 | 477,485 CHF | 478,508 CHF | 99.90% | 99.90% |
19/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 479,291 CHF | 480,318 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 185,000 | 185,000 | 102,565 | 102,565 | 476,183 CHF | 477,211 CHF | 99.89% | 99.89% |
15/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 188,000 | 188,000 | 103,028 | 103,028 | 477,290 CHF | 478,323 CHF | 99.90% | 99.90% |
14/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 188,000 | 188,000 | 103,126 | 103,126 | 476,294 CHF | 477,327 CHF | 99.22% | 99.22% |
13/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 190,000 | 190,000 | 104,291 | 104,291 | 472,828 CHF | 473,873 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 190,000 | 190,000 | 104,475 | 104,475 | 474,493 CHF | 475,539 CHF | 99.40% | 99.40% |
11/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 190,000 | 190,000 | 103,591 | 103,591 | 473,397 CHF | 474,434 CHF | 99.66% | 99.66% |
08/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 190,000 | 190,000 | 103,201 | 103,201 | 476,749 CHF | 477,782 CHF | 97.59% | 97.59% |