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% | 4.20 CHF | 4.21 CHF | 75,000 | 75,000 | 74,357 | 74,357 | 313,520 CHF | 314,264 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 76,000 | 76,000 | 75,236 | 75,236 | 312,054 CHF | 312,807 CHF | 98.71% | 98.71% |
18/11/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 76,000 | 76,000 | 76,911 | 76,911 | 311,134 CHF | 311,904 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 77,000 | 77,000 | 77,465 | 77,465 | 316,137 CHF | 316,911 CHF | 70.95% | 70.95% |
14/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 76,000 | 76,000 | 75,584 | 75,584 | 313,448 CHF | 314,205 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 77,000 | 77,000 | 76,527 | 76,527 | 311,357 CHF | 312,123 CHF | 99.82% | 99.82% |
12/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 78,000 | 78,000 | 76,340 | 76,340 | 312,119 CHF | 312,883 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 78,000 | 78,000 | 75,848 | 75,848 | 313,737 CHF | 314,496 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 76,000 | 76,000 | 74,448 | 74,448 | 318,115 CHF | 318,860 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 74,000 | 74,000 | 74,414 | 74,414 | 319,762 CHF | 320,507 CHF | 100.00% | 100.00% |