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 | 0.22% | 4.63 CHF | 4.64 CHF | 183,000 | 183,000 | 101,098 | 101,098 | 465,879 CHF | 466,892 CHF | 100.00% | 100.00% |
20/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 462,105 CHF | 463,128 CHF | 99.90% | 99.90% |
19/11/2024 | 0.23% | 4.57 CHF | 4.58 CHF | 185,000 | 185,000 | 102,505 | 102,505 | 463,892 CHF | 464,919 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.57 CHF | 4.58 CHF | 185,000 | 185,000 | 102,564 | 102,564 | 460,735 CHF | 461,763 CHF | 99.89% | 99.89% |
15/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 188,000 | 188,000 | 103,027 | 103,027 | 461,689 CHF | 462,721 CHF | 99.90% | 99.90% |
14/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 188,000 | 188,000 | 103,067 | 103,067 | 460,461 CHF | 461,493 CHF | 99.39% | 99.39% |
13/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 190,000 | 190,000 | 104,289 | 104,289 | 457,195 CHF | 458,240 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 190,000 | 190,000 | 104,297 | 104,297 | 458,081 CHF | 459,126 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 190,000 | 190,000 | 103,590 | 103,590 | 457,940 CHF | 458,978 CHF | 99.65% | 99.65% |
08/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 190,000 | 190,000 | 103,935 | 103,935 | 464,743 CHF | 465,784 CHF | 100.00% | 100.00% |