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% | 4.32 CHF | 4.33 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 192,295 CHF | 192,745 CHF | 99.73% | 99.73% |
19/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 193,332 CHF | 193,782 CHF | 99.82% | 99.82% |
18/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 190,714 CHF | 191,164 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 187,402 CHF | 187,852 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 186,769 CHF | 187,219 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 186,563 CHF | 187,013 CHF | 99.95% | 99.95% |
12/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 180,899 CHF | 181,349 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 177,547 CHF | 177,997 CHF | 99.67% | 99.67% |
08/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 181,568 CHF | 182,018 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 177,951 CHF | 178,401 CHF | 99.70% | 99.70% |