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 | 0.24% | 4.31 CHF | 4.32 CHF | 183,000 | 183,000 | 101,086 | 101,086 | 433,866 CHF | 434,879 CHF | 100.00% | 100.00% |
20/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 188,000 | 188,000 | 101,962 | 101,962 | 430,076 CHF | 431,099 CHF | 99.89% | 99.89% |
19/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 185,000 | 185,000 | 102,503 | 102,503 | 431,800 CHF | 432,827 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.25 CHF | 4.26 CHF | 185,000 | 185,000 | 102,561 | 102,561 | 428,479 CHF | 429,507 CHF | 99.89% | 99.89% |
15/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 188,000 | 188,000 | 103,024 | 103,024 | 429,304 CHF | 430,336 CHF | 99.90% | 99.90% |
14/11/2024 | 0.25% | 4.20 CHF | 4.21 CHF | 188,000 | 188,000 | 103,079 | 103,079 | 428,088 CHF | 429,121 CHF | 99.33% | 99.33% |
13/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 190,000 | 190,000 | 104,287 | 104,287 | 424,562 CHF | 425,607 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 190,000 | 190,000 | 104,305 | 104,305 | 425,525 CHF | 426,570 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 190,000 | 190,000 | 103,590 | 103,590 | 425,670 CHF | 426,708 CHF | 99.65% | 99.65% |
08/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 190,000 | 190,000 | 103,937 | 103,937 | 432,699 CHF | 433,740 CHF | 100.00% | 100.00% |