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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.74% | 4.85 CHF | 4.87 CHF | 30,000 | 30,000 | 22,172 | 11,212 | 106,468 CHF | 54,472 CHF | 99.60% | 99.60% |
20/11/2024 | 0.76% | 4.57 CHF | 4.59 CHF | 30,000 | 30,000 | 22,171 | 11,211 | 103,765 CHF | 52,658 CHF | 99.61% | 99.61% |
19/11/2024 | 0.76% | 4.81 CHF | 4.83 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 103,565 CHF | 52,990 CHF | 99.62% | 99.62% |
18/11/2024 | 0.78% | 4.76 CHF | 4.78 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 101,241 CHF | 52,085 CHF | 99.62% | 99.62% |
15/11/2024 | 0.78% | 4.47 CHF | 4.49 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 101,178 CHF | 51,163 CHF | 99.63% | 99.63% |
14/11/2024 | 0.79% | 4.64 CHF | 4.66 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 100,024 CHF | 51,299 CHF | 99.62% | 99.62% |
13/11/2024 | 0.81% | 4.42 CHF | 4.44 CHF | 30,000 | 30,000 | 22,229 | 11,350 | 97,097 CHF | 49,980 CHF | 97.00% | 97.00% |
12/11/2024 | 0.81% | 4.50 CHF | 4.52 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 97,379 CHF | 49,690 CHF | 99.63% | 99.63% |
11/11/2024 | 0.78% | 4.31 CHF | 4.33 CHF | 30,000 | 30,000 | 22,195 | 11,267 | 100,148 CHF | 50,355 CHF | 98.57% | 98.57% |
08/11/2024 | 0.77% | 4.59 CHF | 4.61 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 102,914 CHF | 52,394 CHF | 99.61% | 99.61% |