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% | 4.04 CHF | 4.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 307,561 CHF | 308,311 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 304,509 CHF | 305,259 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 303,467 CHF | 304,217 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 300,269 CHF | 301,019 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 293,236 CHF | 293,986 CHF | 99.57% | 99.57% |
13/11/2024 | 0.27% | 3.83 CHF | 3.84 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 284,520 CHF | 285,274 CHF | 99.32% | 99.32% |
12/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 286,041 CHF | 286,791 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 293,633 CHF | 294,383 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 284,804 CHF | 285,554 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 3.90 CHF | 3.91 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 288,786 CHF | 289,549 CHF | 99.13% | 99.13% |