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 | 0.24% | 4.14 CHF | 4.15 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 175,160 CHF | 175,580 CHF | 99.48% | 99.48% |
19/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 171,905 CHF | 172,326 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 172,620 CHF | 173,040 CHF | 99.89% | 99.89% |
15/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 171,706 CHF | 172,134 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 42,000 | 42,000 | 42,797 | 42,797 | 172,151 CHF | 172,579 CHF | 98.50% | 98.50% |
13/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 173,161 CHF | 173,581 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 4.02 CHF | 4.03 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 171,762 CHF | 172,183 CHF | 99.88% | 99.88% |
11/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 175,373 CHF | 175,792 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 174,961 CHF | 175,381 CHF | 98.29% | 98.29% |
07/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 42,000 | 42,000 | 41,472 | 41,472 | 175,679 CHF | 176,093 CHF | 100.00% | 100.00% |