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% | 4.30 CHF | 4.31 CHF | 430,900 | 430,900 | 429,762 | 429,762 | 1,875,740 CHF | 1,880,040 CHF | 99.44% | 99.44% |
19/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 429,000 | 429,000 | 431,287 | 431,287 | 1,894,880 CHF | 1,899,190 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 432,900 | 432,900 | 429,968 | 429,968 | 1,884,770 CHF | 1,889,070 CHF | 98.77% | 98.77% |
15/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 428,100 | 428,100 | 431,573 | 431,573 | 1,902,370 CHF | 1,906,680 CHF | 98.67% | 98.67% |
14/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 433,800 | 433,800 | 424,677 | 424,677 | 1,851,000 CHF | 1,855,240 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 418,600 | 418,600 | 419,620 | 419,620 | 1,886,530 CHF | 1,890,720 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 420,300 | 420,300 | 417,115 | 417,115 | 1,877,660 CHF | 1,881,840 CHF | 99.80% | 99.80% |
11/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 415,000 | 415,000 | 403,568 | 403,568 | 1,849,680 CHF | 1,853,720 CHF | 99.73% | 99.73% |
08/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 396,200 | 396,200 | 395,901 | 395,901 | 1,895,730 CHF | 1,899,690 CHF | 99.15% | 99.15% |
07/11/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 395,700 | 395,700 | 402,733 | 402,733 | 1,941,500 CHF | 1,945,520 CHF | 99.96% | 99.96% |