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 | 0.23% | 4.38 CHF | 4.39 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 185,188 CHF | 185,608 CHF | 99.48% | 99.48% |
19/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 181,953 CHF | 182,374 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 182,651 CHF | 183,071 CHF | 99.89% | 99.89% |
15/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 181,920 CHF | 182,348 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 182,364 CHF | 182,792 CHF | 98.53% | 98.53% |
13/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 183,193 CHF | 183,613 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 181,807 CHF | 182,228 CHF | 99.88% | 99.88% |
11/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 185,374 CHF | 185,793 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 184,988 CHF | 185,408 CHF | 98.29% | 98.29% |
07/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 185,568 CHF | 185,983 CHF | 100.00% | 100.00% |