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% | 4.30 CHF | 4.31 CHF | 10,400 | 10,400 | 10,216 | 10,216 | 43,534 CHF | 43,636 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 44,476 CHF | 44,579 CHF | 98.75% | 98.75% |
18/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 10,180 | 10,180 | 10,139 | 10,139 | 42,885 CHF | 42,986 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 10,240 | 10,240 | 10,203 | 10,203 | 43,071 CHF | 43,173 CHF | 72.02% | 72.02% |
14/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 10,250 | 10,250 | 10,228 | 10,228 | 43,779 CHF | 43,882 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 10,450 | 10,450 | 10,360 | 10,360 | 45,126 CHF | 45,230 CHF | 99.46% | 99.46% |
12/11/2024 | 0.24% | 4.40 CHF | 4.41 CHF | 10,570 | 10,570 | 10,210 | 10,210 | 43,625 CHF | 43,728 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 10,010 | 10,010 | 9,860 | 9,860 | 40,279 CHF | 40,378 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 40,652 CHF | 40,751 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 9,640 | 9,640 | 9,661 | 9,661 | 38,566 CHF | 38,663 CHF | 100.00% | 100.00% |