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 | 0.40% | 4.91 CHF | 4.93 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 273,885 CHF | 274,987 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 4.72 CHF | 4.74 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 267,167 CHF | 268,307 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 4.76 CHF | 4.78 CHF | 56,000 | 56,000 | 56,882 | 56,882 | 268,801 CHF | 269,939 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 4.75 CHF | 4.77 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 268,586 CHF | 269,708 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 4.83 CHF | 4.85 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 271,170 CHF | 272,290 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 4.89 CHF | 4.91 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 273,120 CHF | 274,234 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 4.90 CHF | 4.92 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 276,721 CHF | 277,823 CHF | 99.88% | 99.88% |
11/11/2024 | 0.39% | 5.14 CHF | 5.16 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 277,685 CHF | 278,765 CHF | 99.68% | 99.68% |
08/11/2024 | 0.40% | 5.02 CHF | 5.04 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 274,162 CHF | 275,263 CHF | 98.78% | 98.78% |
07/11/2024 | 0.40% | 5.00 CHF | 5.02 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 275,848 CHF | 276,948 CHF | 100.00% | 100.00% |