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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.32% | 4.34 CHF | 4.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,691 CHF | 108,041 CHF | 100.00% | 100.00% |
22/11/2024 | 0.33% | 4.20 CHF | 4.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,084 CHF | 104,430 CHF | 100.00% | 100.00% |
20/11/2024 | 0.35% | 3.97 CHF | 3.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,884 CHF | 102,242 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 4.12 CHF | 4.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,319 CHF | 102,668 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,878 CHF | 103,226 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 4.26 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,394 CHF | 109,752 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 4.53 CHF | 4.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,918 CHF | 113,281 CHF | 99.52% | 99.52% |
13/11/2024 | 0.33% | 4.37 CHF | 4.39 CHF | 25,000 | 25,000 | 24,889 | 24,889 | 109,233 CHF | 109,588 CHF | 99.32% | 99.32% |
12/11/2024 | 0.34% | 4.47 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,591 CHF | 113,979 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 4.60 CHF | 4.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 115,663 CHF | 116,020 CHF | 100.00% | 100.00% |