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 | 0.26% | 3.91 CHF | 3.92 CHF | 87,000 | 87,000 | 32,144 | 32,144 | 127,249 CHF | 127,571 CHF | 99.82% | 99.82% |
19/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 88,000 | 88,000 | 32,886 | 32,886 | 128,127 CHF | 128,457 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 87,000 | 87,000 | 32,893 | 32,893 | 127,410 CHF | 127,739 CHF | 99.90% | 99.90% |
15/11/2024 | 0.25% | 3.87 CHF | 3.88 CHF | 87,000 | 87,000 | 31,815 | 31,815 | 126,740 CHF | 127,059 CHF | 99.47% | 99.47% |
14/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 84,000 | 84,000 | 30,460 | 30,460 | 130,237 CHF | 130,542 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 84,000 | 84,000 | 30,735 | 30,735 | 134,610 CHF | 134,918 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 83,000 | 83,000 | 29,155 | 29,155 | 132,608 CHF | 132,900 CHF | 99.42% | 99.42% |
11/11/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 79,000 | 79,000 | 29,070 | 29,070 | 144,538 CHF | 144,829 CHF | 99.89% | 99.89% |
08/11/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 76,000 | 76,000 | 28,287 | 28,287 | 146,558 CHF | 146,841 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 76,000 | 76,000 | 28,435 | 28,435 | 148,692 CHF | 148,977 CHF | 99.76% | 99.76% |