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 | 0.22% | 4.62 CHF | 4.63 CHF | 75,000 | 75,000 | 74,367 | 74,367 | 344,959 CHF | 345,704 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 76,000 | 76,000 | 75,227 | 75,227 | 343,691 CHF | 344,444 CHF | 98.71% | 98.71% |
18/11/2024 | 0.23% | 4.58 CHF | 4.59 CHF | 76,000 | 76,000 | 76,921 | 76,921 | 343,740 CHF | 344,510 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 77,000 | 77,000 | 77,448 | 77,448 | 348,838 CHF | 349,612 CHF | 70.83% | 70.83% |
14/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 76,000 | 76,000 | 75,594 | 75,594 | 345,506 CHF | 346,262 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 77,000 | 77,000 | 76,528 | 76,528 | 343,572 CHF | 344,338 CHF | 99.81% | 99.81% |
12/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 78,000 | 78,000 | 76,345 | 76,345 | 344,223 CHF | 344,988 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 78,000 | 78,000 | 75,866 | 75,866 | 345,614 CHF | 346,373 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 76,000 | 76,000 | 74,452 | 74,452 | 349,049 CHF | 349,794 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 74,000 | 74,000 | 74,432 | 74,432 | 350,851 CHF | 351,596 CHF | 100.00% | 100.00% |