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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 181,531 CHF | 181,951 CHF | 99.91% | 99.91% |
27/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 179,936 CHF | 180,356 CHF | 100.00% | 100.00% |
26/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 182,416 CHF | 182,836 CHF | 100.00% | 100.00% |
25/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 42,000 | 42,000 | 41,967 | 41,967 | 184,079 CHF | 184,499 CHF | 100.00% | 100.00% |
22/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 41,000 | 41,000 | 41,611 | 41,611 | 183,724 CHF | 184,140 CHF | 99.64% | 99.64% |
20/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 183,973 CHF | 184,393 CHF | 99.44% | 99.44% |
19/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 180,743 CHF | 181,163 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 181,446 CHF | 181,866 CHF | 99.88% | 99.88% |
15/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 180,701 CHF | 181,129 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 181,147 CHF | 181,575 CHF | 98.60% | 98.60% |