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 | 0.24% | 4.12 CHF | 4.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 249,132 CHF | 249,732 CHF | 99.48% | 99.48% |
19/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 247,448 CHF | 248,048 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 249,556 CHF | 250,156 CHF | 99.89% | 99.89% |
15/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 251,458 CHF | 252,058 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 60,000 | 60,000 | 62,733 | 62,733 | 246,119 CHF | 246,746 CHF | 98.58% | 98.58% |
13/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 252,696 CHF | 253,346 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 251,935 CHF | 252,585 CHF | 99.88% | 99.88% |
11/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 254,102 CHF | 254,752 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 249,955 CHF | 250,605 CHF | 99.04% | 99.04% |
07/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 65,000 | 65,000 | 64,057 | 64,057 | 249,527 CHF | 250,168 CHF | 100.00% | 100.00% |