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 | 0.45% | 4.39 CHF | 4.41 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 245,536 CHF | 246,639 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 4.21 CHF | 4.23 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 237,890 CHF | 239,029 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 4.25 CHF | 4.27 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 239,564 CHF | 240,702 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 4.23 CHF | 4.25 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 239,800 CHF | 240,922 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 4.31 CHF | 4.33 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 242,372 CHF | 243,492 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 4.37 CHF | 4.39 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 244,493 CHF | 245,607 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 4.39 CHF | 4.41 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 248,456 CHF | 249,557 CHF | 99.85% | 99.85% |
11/11/2024 | 0.43% | 4.63 CHF | 4.65 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 249,967 CHF | 251,048 CHF | 99.72% | 99.72% |
08/11/2024 | 0.45% | 4.50 CHF | 4.52 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 245,896 CHF | 246,996 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 4.49 CHF | 4.51 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 247,575 CHF | 248,675 CHF | 100.00% | 100.00% |