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 | 0.26% | 3.89 CHF | 3.90 CHF | 87,000 | 87,000 | 32,143 | 32,143 | 126,423 CHF | 126,745 CHF | 99.82% | 99.82% |
19/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 127,333 CHF | 127,663 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 87,000 | 87,000 | 32,866 | 32,866 | 126,516 CHF | 126,845 CHF | 99.85% | 99.85% |
15/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 87,000 | 87,000 | 31,814 | 31,814 | 125,951 CHF | 126,270 CHF | 99.47% | 99.47% |
14/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 84,000 | 84,000 | 30,423 | 30,423 | 129,266 CHF | 129,571 CHF | 99.93% | 99.93% |
13/11/2024 | 0.23% | 4.20 CHF | 4.21 CHF | 84,000 | 84,000 | 30,775 | 30,775 | 133,972 CHF | 134,280 CHF | 99.84% | 99.84% |
12/11/2024 | 0.22% | 4.38 CHF | 4.39 CHF | 83,000 | 83,000 | 29,062 | 29,062 | 131,418 CHF | 131,709 CHF | 99.25% | 99.25% |
11/11/2024 | 0.20% | 4.83 CHF | 4.84 CHF | 79,000 | 79,000 | 29,072 | 29,072 | 143,731 CHF | 144,022 CHF | 99.89% | 99.89% |
08/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 76,000 | 76,000 | 28,292 | 28,292 | 145,767 CHF | 146,051 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 147,869 CHF | 148,154 CHF | 99.76% | 99.76% |