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 | 0.24% | 4.22 CHF | 4.23 CHF | 168,000 | 168,000 | 74,847 | 74,847 | 321,413 CHF | 322,164 CHF | 99.90% | 99.90% |
19/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 168,000 | 168,000 | 75,401 | 75,401 | 318,232 CHF | 318,988 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 166,000 | 166,000 | 74,333 | 74,333 | 322,946 CHF | 323,690 CHF | 99.90% | 99.90% |
15/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 166,000 | 166,000 | 71,673 | 71,673 | 324,914 CHF | 325,636 CHF | 99.69% | 99.69% |
14/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 160,000 | 160,000 | 69,676 | 69,676 | 335,556 CHF | 336,254 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 160,000 | 160,000 | 72,225 | 72,225 | 333,236 CHF | 333,960 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 164,000 | 164,000 | 73,236 | 73,236 | 327,717 CHF | 328,451 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 164,000 | 164,000 | 72,753 | 72,753 | 328,959 CHF | 329,688 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 164,000 | 164,000 | 73,304 | 73,304 | 332,375 CHF | 333,109 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.60 CHF | 4.61 CHF | 164,000 | 164,000 | 73,577 | 73,577 | 332,261 CHF | 332,999 CHF | 99.33% | 99.33% |