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% | 4.13 CHF | 4.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 312,856 CHF | 313,606 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 299,123 CHF | 299,873 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 300,811 CHF | 301,561 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 303,876 CHF | 304,626 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 306,544 CHF | 307,294 CHF | 99.52% | 99.52% |
13/11/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75,000 | 75,000 | 74,441 | 74,441 | 307,287 CHF | 308,038 CHF | 99.32% | 99.32% |
12/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 315,486 CHF | 316,236 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 321,181 CHF | 321,931 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 313,356 CHF | 314,106 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 75,000 | 75,000 | 73,703 | 73,703 | 309,411 CHF | 310,168 CHF | 99.13% | 99.13% |