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 | 0.21% | 4.91 CHF | 4.92 CHF | 75,000 | 75,000 | 74,373 | 74,373 | 366,190 CHF | 366,935 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 76,000 | 76,000 | 75,235 | 75,235 | 365,074 CHF | 365,828 CHF | 98.70% | 98.70% |
18/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 76,000 | 76,000 | 76,888 | 76,888 | 365,506 CHF | 366,275 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 77,000 | 77,000 | 77,478 | 77,478 | 371,097 CHF | 371,872 CHF | 70.92% | 70.92% |
14/11/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 76,000 | 76,000 | 75,580 | 75,580 | 367,060 CHF | 367,816 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 77,000 | 77,000 | 76,528 | 76,528 | 365,291 CHF | 366,057 CHF | 99.69% | 99.69% |
12/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 78,000 | 78,000 | 76,345 | 76,345 | 365,853 CHF | 366,617 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 78,000 | 78,000 | 75,881 | 75,881 | 367,121 CHF | 367,880 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 76,000 | 76,000 | 74,452 | 74,452 | 369,892 CHF | 370,637 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 74,000 | 74,000 | 74,412 | 74,412 | 371,645 CHF | 372,390 CHF | 100.00% | 100.00% |