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 | 0.21% | 4.87 CHF | 4.88 CHF | 26,100 | 26,100 | 25,993 | 25,993 | 123,961 CHF | 124,221 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 27,400 | 27,400 | 27,297 | 27,297 | 136,538 CHF | 136,811 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 4.80 CHF | 4.81 CHF | 27,300 | 27,300 | 27,187 | 27,187 | 133,377 CHF | 133,649 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 29,300 | 29,300 | 28,793 | 28,793 | 132,289 CHF | 132,577 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 27,300 | 27,300 | 27,764 | 27,764 | 126,393 CHF | 126,670 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 28,900 | 28,900 | 28,383 | 28,383 | 130,496 CHF | 130,780 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 32,700 | 32,700 | 31,347 | 31,347 | 139,464 CHF | 139,778 CHF | 99.85% | 99.85% |
11/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 28,400 | 28,400 | 28,269 | 28,269 | 114,996 CHF | 115,278 CHF | 99.68% | 99.68% |
08/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 31,000 | 31,000 | 30,875 | 30,875 | 137,780 CHF | 138,088 CHF | 99.17% | 99.17% |
07/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 24,200 | 24,200 | 24,120 | 24,120 | 106,424 CHF | 106,665 CHF | 99.39% | 99.39% |