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% | 4.54 CHF | 4.55 CHF | 25,000 | 25,000 | 25,000 | 24,998 | 116,164 CHF | 116,406 CHF | 99.73% | 99.73% |
19/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 115,028 CHF | 115,278 CHF | 99.82% | 99.82% |
18/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 117,975 CHF | 118,225 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 121,756 CHF | 122,006 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,610 CHF | 122,860 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,831 CHF | 123,081 CHF | 99.95% | 99.95% |
12/11/2024 | 0.19% | 4.99 CHF | 5.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,122 CHF | 129,372 CHF | 100.00% | 100.00% |
11/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,966 CHF | 133,216 CHF | 99.67% | 99.67% |
08/11/2024 | 0.19% | 5.08 CHF | 5.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 128,639 CHF | 128,889 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,752 CHF | 133,002 CHF | 99.70% | 99.70% |