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 | 0.22% | 4.59 CHF | 4.60 CHF | 30,000 | 30,000 | 29,483 | 29,483 | 136,672 CHF | 136,967 CHF | 96.97% | 96.97% |
19/11/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 30,000 | 30,000 | 29,086 | 29,086 | 133,014 CHF | 133,306 CHF | 94.05% | 94.05% |
18/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 30,000 | 30,000 | 29,841 | 29,841 | 130,957 CHF | 131,256 CHF | 99.00% | 99.00% |
15/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 30,000 | 30,000 | 29,529 | 29,529 | 123,147 CHF | 123,443 CHF | 96.13% | 96.13% |
14/11/2024 | 0.26% | 4.14 CHF | 4.15 CHF | 30,000 | 30,000 | 29,350 | 29,350 | 117,699 CHF | 117,994 CHF | 92.34% | 92.34% |
13/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 30,000 | 30,000 | 29,327 | 29,327 | 120,186 CHF | 120,480 CHF | 98.51% | 98.51% |
12/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 30,000 | 30,000 | 29,449 | 29,449 | 122,172 CHF | 122,467 CHF | 95.16% | 95.16% |
11/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 30,000 | 30,000 | 29,238 | 29,238 | 126,828 CHF | 127,121 CHF | 95.01% | 95.01% |
08/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30,000 | 30,000 | 29,535 | 29,535 | 114,649 CHF | 114,946 CHF | 93.58% | 93.58% |
07/11/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 30,000 | 30,000 | 28,696 | 28,696 | 114,766 CHF | 115,054 CHF | 93.36% | 93.36% |