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 | 0.20% | 4.94 CHF | 4.95 CHF | 43,500 | 43,500 | 43,089 | 43,089 | 215,291 CHF | 215,722 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44,000 | 44,000 | 43,234 | 43,234 | 214,161 CHF | 214,594 CHF | 98.93% | 98.93% |
18/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 43,500 | 43,500 | 43,512 | 43,512 | 215,052 CHF | 215,488 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44,000 | 44,000 | 44,056 | 44,056 | 215,699 CHF | 216,140 CHF | 72.18% | 72.18% |
14/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 44,500 | 44,500 | 44,095 | 44,095 | 211,787 CHF | 212,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 44,500 | 44,500 | 44,524 | 44,524 | 210,051 CHF | 210,497 CHF | 99.57% | 99.57% |
12/11/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 45,000 | 45,000 | 44,471 | 44,471 | 209,457 CHF | 209,902 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 44,500 | 44,500 | 44,081 | 44,081 | 212,100 CHF | 212,541 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 209,231 CHF | 209,677 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 45,000 | 45,000 | 44,339 | 44,339 | 213,490 CHF | 213,934 CHF | 100.00% | 100.00% |