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 | 0.21% | 4.80 CHF | 4.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 364,109 CHF | 364,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 361,044 CHF | 361,794 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 360,032 CHF | 360,782 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 356,837 CHF | 357,587 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 349,614 CHF | 350,364 CHF | 99.57% | 99.57% |
13/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 340,484 CHF | 341,235 CHF | 99.32% | 99.32% |
12/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 342,594 CHF | 343,344 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 350,020 CHF | 350,770 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 341,226 CHF | 341,976 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 344,376 CHF | 345,139 CHF | 99.13% | 99.13% |