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 | 0.24% | 4.15 CHF | 4.16 CHF | 87,000 | 87,000 | 32,146 | 32,146 | 134,666 CHF | 134,988 CHF | 99.83% | 99.83% |
19/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 135,682 CHF | 136,012 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 87,000 | 87,000 | 32,864 | 32,864 | 134,894 CHF | 135,223 CHF | 99.85% | 99.85% |
15/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 134,104 CHF | 134,423 CHF | 99.47% | 99.47% |
14/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 84,000 | 84,000 | 30,418 | 30,418 | 137,037 CHF | 137,341 CHF | 99.92% | 99.92% |
13/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 84,000 | 84,000 | 30,776 | 30,776 | 141,822 CHF | 142,130 CHF | 99.84% | 99.84% |
12/11/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 83,000 | 83,000 | 29,069 | 29,069 | 138,833 CHF | 139,124 CHF | 99.26% | 99.26% |
11/11/2024 | 0.19% | 5.08 CHF | 5.09 CHF | 79,000 | 79,000 | 29,074 | 29,074 | 151,084 CHF | 151,375 CHF | 99.89% | 99.89% |
08/11/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 76,000 | 76,000 | 28,292 | 28,292 | 152,864 CHF | 153,147 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 154,994 CHF | 155,279 CHF | 99.76% | 99.76% |