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% | 4.78 CHF | 4.79 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 484,946 CHF | 485,974 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 483,418 CHF | 484,446 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 492,158 CHF | 493,190 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 447,364 CHF | 448,351 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 424,063 CHF | 425,030 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 485,607 CHF | 486,631 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 464,832 CHF | 465,834 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 475,340 CHF | 476,354 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 491,508 CHF | 492,535 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 494,679 CHF | 495,705 CHF | 100.00% | 100.00% |