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 | 0.22% | 4.50 CHF | 4.51 CHF | 60,000 | 60,000 | 59,742 | 59,742 | 270,169 CHF | 270,767 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 60,000 | 60,000 | 59,574 | 59,574 | 265,876 CHF | 266,472 CHF | 99.45% | 99.45% |
18/11/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 56,000 | 56,000 | 55,769 | 55,769 | 262,788 CHF | 263,346 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 56,000 | 56,000 | 55,769 | 55,769 | 267,990 CHF | 268,547 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 56,000 | 56,000 | 55,923 | 55,923 | 266,997 CHF | 267,556 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 60,000 | 60,000 | 56,620 | 56,620 | 264,730 CHF | 265,296 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.91 CHF | 4.92 CHF | 56,000 | 56,000 | 55,203 | 55,203 | 272,527 CHF | 273,080 CHF | 98.82% | 98.82% |
11/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 56,000 | 56,000 | 56,652 | 56,652 | 265,033 CHF | 265,599 CHF | 99.44% | 99.44% |
08/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 60,000 | 60,000 | 59,753 | 59,753 | 265,563 CHF | 266,160 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 60,000 | 60,000 | 59,753 | 59,753 | 270,741 CHF | 271,339 CHF | 100.00% | 100.00% |