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% | 4.48 CHF | 4.49 CHF | 87,000 | 87,000 | 32,145 | 32,145 | 145,342 CHF | 145,665 CHF | 99.82% | 99.82% |
19/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 88,000 | 88,000 | 32,886 | 32,886 | 146,584 CHF | 146,913 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 87,000 | 87,000 | 32,895 | 32,895 | 145,955 CHF | 146,285 CHF | 99.90% | 99.90% |
15/11/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 144,722 CHF | 145,040 CHF | 99.47% | 99.47% |
14/11/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 84,000 | 84,000 | 30,458 | 30,458 | 147,408 CHF | 147,713 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 4.78 CHF | 4.79 CHF | 84,000 | 84,000 | 30,731 | 30,731 | 151,825 CHF | 152,133 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 4.96 CHF | 4.97 CHF | 83,000 | 83,000 | 29,155 | 29,155 | 148,959 CHF | 149,251 CHF | 99.42% | 99.42% |
11/11/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 79,000 | 79,000 | 29,071 | 29,071 | 160,784 CHF | 161,075 CHF | 99.89% | 99.89% |
08/11/2024 | 0.18% | 5.79 CHF | 5.80 CHF | 76,000 | 76,000 | 28,288 | 28,288 | 162,225 CHF | 162,508 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 164,470 CHF | 164,756 CHF | 99.76% | 99.76% |