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 | 0.25% | 4.05 CHF | 4.06 CHF | 87,000 | 87,000 | 32,143 | 32,143 | 131,651 CHF | 131,973 CHF | 99.82% | 99.82% |
19/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 132,646 CHF | 132,975 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 87,000 | 87,000 | 32,859 | 32,859 | 131,821 CHF | 132,151 CHF | 99.84% | 99.84% |
15/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 87,000 | 87,000 | 31,814 | 31,814 | 131,122 CHF | 131,441 CHF | 99.47% | 99.47% |
14/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 84,000 | 84,000 | 30,439 | 30,439 | 134,319 CHF | 134,624 CHF | 99.96% | 99.96% |
13/11/2024 | 0.22% | 4.36 CHF | 4.37 CHF | 84,000 | 84,000 | 30,776 | 30,776 | 138,952 CHF | 139,261 CHF | 99.84% | 99.84% |
12/11/2024 | 0.21% | 4.54 CHF | 4.55 CHF | 83,000 | 83,000 | 29,068 | 29,068 | 136,135 CHF | 136,426 CHF | 99.26% | 99.26% |
11/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 79,000 | 79,000 | 29,070 | 29,070 | 148,396 CHF | 148,687 CHF | 99.89% | 99.89% |
08/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 76,000 | 76,000 | 28,291 | 28,291 | 150,283 CHF | 150,567 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 76,000 | 76,000 | 28,435 | 28,435 | 152,410 CHF | 152,695 CHF | 99.76% | 99.76% |