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 | 1.33% | 4.25 CHF | 4.28 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 153,993 CHF | 155,584 CHF | 99.59% | 99.59% |
19/11/2024 | 1.26% | 4.21 CHF | 4.24 CHF | 100,000 | 100,000 | 39,999 | 39,999 | 167,738 CHF | 169,388 CHF | 86.44% | 86.44% |
18/11/2024 | 2.16% | 4.06 CHF | 4.11 CHF | 100,000 | 100,000 | 37,374 | 37,374 | 152,590 CHF | 155,242 CHF | 99.56% | 99.56% |
15/11/2024 | 1.38% | 4.12 CHF | 4.15 CHF | 100,000 | 100,000 | 37,358 | 37,358 | 148,009 CHF | 149,599 CHF | 99.60% | 99.60% |
14/11/2024 | 1.40% | 3.80 CHF | 3.83 CHF | 100,000 | 100,000 | 37,372 | 37,372 | 141,400 CHF | 142,991 CHF | 99.57% | 99.57% |
13/11/2024 | 1.36% | 3.94 CHF | 3.97 CHF | 100,000 | 100,000 | 37,861 | 37,861 | 149,133 CHF | 150,735 CHF | 96.86% | 96.86% |
12/11/2024 | 1.31% | 3.97 CHF | 4.00 CHF | 100,000 | 100,000 | 37,828 | 37,828 | 151,918 CHF | 153,519 CHF | 96.97% | 96.97% |
11/11/2024 | 1.38% | 4.04 CHF | 4.07 CHF | 100,000 | 100,000 | 37,362 | 37,362 | 145,255 CHF | 146,846 CHF | 99.57% | 99.57% |
08/11/2024 | 1.42% | 3.81 CHF | 3.84 CHF | 100,000 | 100,000 | 37,362 | 37,362 | 140,082 CHF | 141,672 CHF | 99.60% | 99.60% |
07/11/2024 | 1.37% | 3.73 CHF | 3.76 CHF | 100,000 | 100,000 | 37,361 | 37,361 | 144,062 CHF | 145,653 CHF | 99.59% | 99.59% |