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 | 0.23% | 4.25 CHF | 4.26 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 176,841 CHF | 177,254 CHF | 99.43% | 99.43% |
19/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 175,127 CHF | 175,549 CHF | 97.92% | 97.92% |
18/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 180,473 CHF | 180,878 CHF | 99.89% | 99.89% |
15/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 179,484 CHF | 179,875 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 39,000 | 39,000 | 39,051 | 39,051 | 178,835 CHF | 179,226 CHF | 98.63% | 98.63% |
13/11/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 40,000 | 40,000 | 39,824 | 39,824 | 178,623 CHF | 179,022 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.39 CHF | 4.40 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 178,825 CHF | 179,223 CHF | 99.88% | 99.88% |
11/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 178,326 CHF | 178,726 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 175,852 CHF | 176,255 CHF | 98.60% | 98.60% |
07/11/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 178,266 CHF | 178,664 CHF | 100.00% | 100.00% |