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% | 4.46 CHF | 4.47 CHF | 193,000 | 193,000 | 61,682 | 61,682 | 274,843 CHF | 275,464 CHF | 99.90% | 99.90% |
19/11/2024 | 0.25% | 4.24 CHF | 4.25 CHF | 199,000 | 199,000 | 63,551 | 63,551 | 265,950 CHF | 266,586 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 4.15 CHF | 4.16 CHF | 200,000 | 200,000 | 63,768 | 63,768 | 255,700 CHF | 256,338 CHF | 99.87% | 99.87% |
15/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 210,000 | 210,000 | 65,017 | 65,017 | 261,437 CHF | 262,088 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 200,000 | 200,000 | 63,771 | 63,771 | 262,490 CHF | 263,128 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 200,000 | 200,000 | 66,063 | 66,063 | 264,153 CHF | 264,815 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 210,000 | 210,000 | 66,991 | 66,991 | 258,297 CHF | 258,967 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 210,000 | 210,000 | 67,005 | 67,005 | 251,746 CHF | 252,417 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 220,000 | 220,000 | 69,714 | 69,714 | 257,044 CHF | 257,742 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 3.64 CHF | 3.65 CHF | 220,000 | 220,000 | 70,132 | 70,132 | 251,907 CHF | 252,610 CHF | 100.00% | 100.00% |