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% | 4.36 CHF | 4.37 CHF | 87,000 | 87,000 | 32,147 | 32,147 | 141,622 CHF | 141,944 CHF | 99.83% | 99.83% |
19/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 88,000 | 88,000 | 32,883 | 32,883 | 142,790 CHF | 143,119 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.39 CHF | 4.40 CHF | 87,000 | 87,000 | 32,865 | 32,865 | 142,069 CHF | 142,398 CHF | 99.85% | 99.85% |
15/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 141,026 CHF | 141,345 CHF | 99.47% | 99.47% |
14/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 84,000 | 84,000 | 30,431 | 30,431 | 143,720 CHF | 144,025 CHF | 99.95% | 99.95% |
13/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 84,000 | 84,000 | 30,777 | 30,777 | 148,471 CHF | 148,779 CHF | 99.84% | 99.84% |
12/11/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 83,000 | 83,000 | 29,062 | 29,062 | 145,076 CHF | 145,367 CHF | 99.25% | 99.25% |
11/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 79,000 | 79,000 | 29,071 | 29,071 | 157,334 CHF | 157,625 CHF | 99.89% | 99.89% |
08/11/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 76,000 | 76,000 | 28,288 | 28,288 | 158,891 CHF | 159,174 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 161,088 CHF | 161,374 CHF | 99.76% | 99.76% |