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% | 4.06 CHF | 4.07 CHF | 33,400 | 33,400 | 33,223 | 33,223 | 132,446 CHF | 132,778 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 32,600 | 32,600 | 32,562 | 32,562 | 132,341 CHF | 132,667 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 30,700 | 30,700 | 30,468 | 30,468 | 122,036 CHF | 122,341 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 30,500 | 30,500 | 30,035 | 30,035 | 124,913 CHF | 125,213 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.21 CHF | 4.22 CHF | 26,700 | 26,700 | 26,878 | 26,878 | 120,465 CHF | 120,734 CHF | 99.35% | 99.35% |
13/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 30,000 | 30,000 | 29,743 | 29,743 | 138,774 CHF | 139,072 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 4.41 CHF | 4.42 CHF | 30,600 | 30,600 | 30,253 | 30,253 | 126,569 CHF | 126,872 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.20 CHF | 4.21 CHF | 29,700 | 29,700 | 29,818 | 29,818 | 127,643 CHF | 127,941 CHF | 99.93% | 99.93% |
08/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 35,100 | 35,100 | 34,881 | 34,881 | 153,380 CHF | 153,728 CHF | 99.40% | 99.40% |
07/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 29,000 | 29,000 | 28,945 | 28,945 | 113,030 CHF | 113,319 CHF | 100.00% | 100.00% |