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 | 0.20% | 4.97 CHF | 4.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,228 CHF | 124,478 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,745 CHF | 122,995 CHF | 99.91% | 99.91% |
18/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 123,983 CHF | 124,233 CHF | 99.91% | 99.91% |
15/11/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,438 CHF | 124,688 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,934 CHF | 125,184 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 123,379 CHF | 123,629 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,759 CHF | 123,009 CHF | 99.70% | 99.70% |
11/11/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,194 CHF | 122,444 CHF | 99.91% | 99.91% |
08/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,365 CHF | 120,615 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 121,491 CHF | 121,741 CHF | 95.89% | 95.89% |