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% | 4.35 CHF | 4.36 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 183,973 CHF | 184,393 CHF | 99.44% | 99.44% |
19/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 180,743 CHF | 181,163 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 181,446 CHF | 181,866 CHF | 99.88% | 99.88% |
15/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 180,701 CHF | 181,129 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 181,147 CHF | 181,575 CHF | 98.60% | 98.60% |
13/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 181,978 CHF | 182,398 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 180,600 CHF | 181,021 CHF | 99.88% | 99.88% |
11/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 184,152 CHF | 184,571 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 183,770 CHF | 184,190 CHF | 98.30% | 98.30% |
07/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 184,358 CHF | 184,773 CHF | 100.00% | 100.00% |