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% | 4.47 CHF | 4.48 CHF | 87,000 | 87,000 | 32,143 | 32,143 | 144,952 CHF | 145,274 CHF | 99.82% | 99.82% |
19/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 146,186 CHF | 146,515 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 87,000 | 87,000 | 32,863 | 32,863 | 145,429 CHF | 145,758 CHF | 99.85% | 99.85% |
15/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 87,000 | 87,000 | 31,814 | 31,814 | 144,327 CHF | 144,646 CHF | 99.47% | 99.47% |
14/11/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 84,000 | 84,000 | 30,422 | 30,422 | 146,832 CHF | 147,136 CHF | 99.93% | 99.93% |
13/11/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 84,000 | 84,000 | 30,782 | 30,782 | 151,655 CHF | 151,963 CHF | 99.84% | 99.84% |
12/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 83,000 | 83,000 | 29,063 | 29,063 | 148,055 CHF | 148,346 CHF | 99.25% | 99.25% |
11/11/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 79,000 | 79,000 | 29,070 | 29,070 | 160,316 CHF | 160,607 CHF | 99.89% | 99.89% |
08/11/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 76,000 | 76,000 | 28,288 | 28,288 | 161,750 CHF | 162,034 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 163,993 CHF | 164,279 CHF | 99.76% | 99.76% |