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% | 4.16 CHF | 4.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 250,546 CHF | 251,146 CHF | 99.73% | 99.73% |
19/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 248,642 CHF | 249,242 CHF | 99.84% | 99.84% |
18/11/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 243,286 CHF | 243,886 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 236,714 CHF | 237,314 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 231,938 CHF | 232,538 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 234,518 CHF | 235,118 CHF | 99.95% | 99.95% |
12/11/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 236,103 CHF | 236,703 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 241,750 CHF | 242,350 CHF | 99.67% | 99.67% |
08/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 228,153 CHF | 228,753 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 231,558 CHF | 232,158 CHF | 99.70% | 99.70% |