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 | 0.23% | 4.33 CHF | 4.34 CHF | 43,500 | 43,500 | 43,091 | 43,091 | 188,859 CHF | 189,290 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 44,000 | 44,000 | 43,235 | 43,235 | 187,632 CHF | 188,065 CHF | 98.93% | 98.93% |
18/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 43,500 | 43,500 | 43,509 | 43,509 | 188,341 CHF | 188,776 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 44,000 | 44,000 | 44,095 | 44,095 | 188,852 CHF | 189,292 CHF | 71.88% | 71.88% |
14/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 44,500 | 44,500 | 44,105 | 44,105 | 184,787 CHF | 185,229 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 44,500 | 44,500 | 44,526 | 44,526 | 182,727 CHF | 183,173 CHF | 99.57% | 99.57% |
12/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 45,000 | 45,000 | 44,481 | 44,481 | 182,202 CHF | 182,648 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 44,500 | 44,500 | 44,081 | 44,081 | 185,024 CHF | 185,465 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 45,000 | 45,000 | 44,579 | 44,579 | 181,867 CHF | 182,314 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 45,000 | 45,000 | 44,337 | 44,337 | 186,357 CHF | 186,801 CHF | 100.00% | 100.00% |