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 | 0.20% | 4.90 CHF | 4.91 CHF | 29,000 | 29,000 | 28,726 | 28,726 | 141,867 CHF | 142,154 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 29,000 | 29,000 | 28,722 | 28,722 | 140,089 CHF | 140,377 CHF | 98.71% | 98.71% |
18/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 30,000 | 30,000 | 29,716 | 29,716 | 139,564 CHF | 139,862 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 30,000 | 30,000 | 30,032 | 30,032 | 134,711 CHF | 135,012 CHF | 71.35% | 71.35% |
14/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 30,000 | 30,000 | 30,483 | 30,483 | 131,669 CHF | 131,974 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 30,000 | 30,000 | 30,484 | 30,484 | 134,386 CHF | 134,691 CHF | 99.32% | 99.32% |
12/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 31,000 | 31,000 | 29,865 | 29,865 | 133,304 CHF | 133,602 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 138,280 CHF | 138,577 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 31,000 | 31,000 | 30,709 | 30,709 | 128,992 CHF | 129,300 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 132,438 CHF | 132,745 CHF | 100.00% | 100.00% |