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% | 4.59 CHF | 4.60 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 465,209 CHF | 466,237 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 463,684 CHF | 464,712 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 472,319 CHF | 473,351 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 100,000 | 100,000 | 98,717 | 98,717 | 428,322 CHF | 429,309 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 405,470 CHF | 406,437 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 465,899 CHF | 466,923 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 445,533 CHF | 446,536 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 455,769 CHF | 456,782 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 471,651 CHF | 472,678 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 474,773 CHF | 475,799 CHF | 100.00% | 100.00% |