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 | 0.41% | 5.03 CHF | 5.05 CHF | 41,200 | 41,200 | 40,717 | 40,717 | 197,306 CHF | 198,120 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 4.86 CHF | 4.88 CHF | 40,400 | 40,400 | 41,784 | 41,784 | 205,478 CHF | 206,313 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 4.70 CHF | 4.72 CHF | 42,700 | 42,700 | 43,726 | 43,726 | 205,311 CHF | 206,186 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 4.70 CHF | 4.72 CHF | 44,400 | 44,400 | 43,498 | 43,498 | 198,607 CHF | 199,477 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 4.58 CHF | 4.60 CHF | 42,900 | 42,900 | 43,020 | 43,020 | 201,066 CHF | 201,926 CHF | 99.91% | 99.91% |
13/11/2024 | 0.43% | 4.84 CHF | 4.86 CHF | 43,200 | 43,200 | 42,234 | 42,234 | 196,325 CHF | 197,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 4.74 CHF | 4.76 CHF | 41,600 | 41,600 | 42,263 | 42,263 | 199,189 CHF | 200,034 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 4.64 CHF | 4.66 CHF | 42,700 | 42,700 | 43,544 | 43,544 | 201,111 CHF | 201,982 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 4.59 CHF | 4.61 CHF | 44,100 | 44,100 | 45,668 | 45,668 | 205,831 CHF | 206,745 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 4.34 CHF | 4.36 CHF | 46,700 | 46,700 | 44,116 | 44,116 | 188,293 CHF | 189,176 CHF | 100.00% | 100.00% |