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 | 0.21% | 4.78 CHF | 4.79 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 199,109 CHF | 199,523 CHF | 99.42% | 99.42% |
19/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 42,000 | 42,000 | 42,167 | 42,167 | 197,857 CHF | 198,279 CHF | 97.93% | 97.93% |
18/11/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 202,321 CHF | 202,726 CHF | 99.88% | 99.88% |
15/11/2024 | 0.19% | 5.03 CHF | 5.04 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 200,542 CHF | 200,933 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 199,788 CHF | 200,179 CHF | 98.60% | 98.60% |
13/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 200,098 CHF | 200,496 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 200,248 CHF | 200,646 CHF | 99.88% | 99.88% |
11/11/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 199,820 CHF | 200,220 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 197,570 CHF | 197,973 CHF | 98.60% | 98.60% |
07/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 199,767 CHF | 200,164 CHF | 100.00% | 100.00% |