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 | 0.22% | 4.69 CHF | 4.70 CHF | 31,200 | 31,200 | 30,896 | 30,896 | 144,035 CHF | 144,345 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 31,250 | 31,250 | 30,813 | 30,813 | 143,319 CHF | 143,628 CHF | 98.95% | 98.95% |
18/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 30,560 | 30,560 | 30,334 | 30,334 | 136,655 CHF | 136,958 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 30,870 | 30,870 | 30,703 | 30,703 | 138,494 CHF | 138,801 CHF | 72.14% | 72.14% |
14/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 30,480 | 30,480 | 30,295 | 30,295 | 136,078 CHF | 136,381 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 30,830 | 30,830 | 30,573 | 30,573 | 139,540 CHF | 139,847 CHF | 98.53% | 98.53% |
12/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 30,780 | 30,780 | 30,371 | 30,371 | 137,236 CHF | 137,540 CHF | 99.67% | 99.67% |
11/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 30,330 | 30,330 | 29,937 | 29,937 | 131,619 CHF | 131,919 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 30,370 | 30,370 | 30,040 | 30,040 | 132,498 CHF | 132,799 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 30,290 | 30,290 | 29,932 | 29,932 | 130,263 CHF | 130,562 CHF | 100.00% | 100.00% |