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 | 0.23% | 4.31 CHF | 4.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,747 CHF | 107,997 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,108 CHF | 106,358 CHF | 99.91% | 99.91% |
18/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,388 CHF | 107,638 CHF | 99.91% | 99.91% |
15/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,844 CHF | 108,094 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,397 CHF | 108,647 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,853 CHF | 107,103 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,170 CHF | 106,420 CHF | 99.70% | 99.70% |
11/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,586 CHF | 105,836 CHF | 99.91% | 99.91% |
08/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,755 CHF | 104,005 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,977 CHF | 105,227 CHF | 95.89% | 95.89% |