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 | 0.23% | 4.23 CHF | 4.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 321,637 CHF | 322,387 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 318,468 CHF | 319,218 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 317,575 CHF | 318,325 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 314,361 CHF | 315,111 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 307,145 CHF | 307,895 CHF | 99.57% | 99.57% |
13/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 298,339 CHF | 299,093 CHF | 99.32% | 99.32% |
12/11/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 300,118 CHF | 300,868 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 307,604 CHF | 308,354 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 298,762 CHF | 299,512 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 4.09 CHF | 4.10 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 302,642 CHF | 303,405 CHF | 99.13% | 99.13% |