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% | 4.72 CHF | 4.73 CHF | 193,000 | 193,000 | 61,682 | 61,682 | 291,129 CHF | 291,750 CHF | 99.90% | 99.90% |
19/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 199,000 | 199,000 | 63,552 | 63,552 | 282,685 CHF | 283,321 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.41 CHF | 4.42 CHF | 200,000 | 200,000 | 63,769 | 63,769 | 272,546 CHF | 273,185 CHF | 99.87% | 99.87% |
15/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 210,000 | 210,000 | 65,015 | 65,015 | 278,618 CHF | 279,269 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 200,000 | 200,000 | 63,771 | 63,771 | 279,374 CHF | 280,012 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 200,000 | 200,000 | 66,051 | 66,051 | 281,498 CHF | 282,160 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 210,000 | 210,000 | 66,990 | 66,990 | 275,905 CHF | 276,576 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 4.06 CHF | 4.07 CHF | 210,000 | 210,000 | 66,982 | 66,982 | 269,215 CHF | 269,886 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 220,000 | 220,000 | 69,716 | 69,716 | 275,157 CHF | 275,855 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 3.90 CHF | 3.91 CHF | 220,000 | 220,000 | 70,127 | 70,127 | 270,101 CHF | 270,803 CHF | 100.00% | 100.00% |