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 | 0.63% | 4.87 CHF | 4.90 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 128,709 CHF | 129,519 CHF | 100.00% | 100.00% |
19/11/2024 | 0.61% | 4.81 CHF | 4.84 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 131,548 CHF | 132,358 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 4.84 CHF | 4.87 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 131,378 CHF | 132,188 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 4.84 CHF | 4.87 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 128,536 CHF | 129,346 CHF | 100.00% | 100.00% |
14/11/2024 | 0.63% | 4.59 CHF | 4.62 CHF | 27,000 | 27,000 | 26,988 | 26,988 | 127,147 CHF | 127,956 CHF | 100.00% | 100.00% |
13/11/2024 | 0.61% | 4.90 CHF | 4.93 CHF | 27,000 | 27,000 | 27,105 | 27,105 | 133,496 CHF | 134,309 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 4.85 CHF | 4.88 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 128,405 CHF | 129,215 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 4.51 CHF | 4.54 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 116,354 CHF | 117,134 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 4.61 CHF | 4.64 CHF | 27,000 | 27,000 | 26,363 | 26,363 | 120,158 CHF | 120,949 CHF | 100.00% | 100.00% |
07/11/2024 | 0.69% | 4.39 CHF | 4.42 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 112,111 CHF | 112,891 CHF | 100.00% | 100.00% |