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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 850,197 CHF | 852,197 CHF | 99.88% | 99.88% |
20/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 811,499 CHF | 813,499 CHF | 96.53% | 96.53% |
19/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 785,463 CHF | 787,463 CHF | 99.41% | 99.41% |
18/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 820,506 CHF | 822,506 CHF | 98.57% | 98.57% |
15/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 843,959 CHF | 845,959 CHF | 99.65% | 99.65% |
14/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 870,089 CHF | 872,089 CHF | 99.49% | 99.49% |
13/11/2024 | 0.25% | 4.27 CHF | 4.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 849,003 CHF | 851,134 CHF | 99.08% | 99.08% |
12/11/2024 | 0.22% | 4.29 CHF | 4.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 896,214 CHF | 898,214 CHF | 99.18% | 99.18% |
11/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 950,215 CHF | 952,215 CHF | 99.34% | 99.34% |
08/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 912,965 CHF | 914,965 CHF | 96.27% | 96.27% |