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 | 0.23% | 4.55 CHF | 4.56 CHF | 183,000 | 183,000 | 101,085 | 101,085 | 457,452 CHF | 458,465 CHF | 100.00% | 100.00% |
20/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 453,702 CHF | 454,725 CHF | 99.90% | 99.90% |
19/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 455,520 CHF | 456,547 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 185,000 | 185,000 | 102,563 | 102,563 | 452,285 CHF | 453,313 CHF | 99.89% | 99.89% |
15/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 188,000 | 188,000 | 103,028 | 103,028 | 453,255 CHF | 454,287 CHF | 99.90% | 99.90% |
14/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 188,000 | 188,000 | 103,085 | 103,085 | 452,075 CHF | 453,108 CHF | 99.33% | 99.33% |
13/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 190,000 | 190,000 | 104,291 | 104,291 | 448,643 CHF | 449,688 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 4.35 CHF | 4.36 CHF | 190,000 | 190,000 | 104,302 | 104,302 | 449,540 CHF | 450,585 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 190,000 | 190,000 | 103,591 | 103,591 | 449,516 CHF | 450,554 CHF | 99.65% | 99.65% |
08/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 190,000 | 190,000 | 103,940 | 103,940 | 456,372 CHF | 457,413 CHF | 100.00% | 100.00% |