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% | 4.12 CHF | 4.13 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 174,323 CHF | 174,743 CHF | 99.43% | 99.43% |
19/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 171,078 CHF | 171,498 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 171,795 CHF | 172,215 CHF | 99.88% | 99.88% |
15/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 170,871 CHF | 171,298 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 171,312 CHF | 171,740 CHF | 98.59% | 98.59% |
13/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 172,332 CHF | 172,752 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 170,934 CHF | 171,355 CHF | 99.90% | 99.90% |
11/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 174,538 CHF | 174,957 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 174,123 CHF | 174,543 CHF | 98.30% | 98.30% |
07/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 174,847 CHF | 175,262 CHF | 100.00% | 100.00% |