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 | 0.25% | 4.09 CHF | 4.10 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 201,843 CHF | 202,332 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 49,524 | 49,523 | 200,138 CHF | 200,627 CHF | 98.73% | 98.73% |
18/11/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 205,326 CHF | 205,811 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,173 CHF | 212,673 CHF | 70.80% | 70.80% |
14/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 50,000 | 50,000 | 49,530 | 49,527 | 216,207 CHF | 216,687 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 209,995 CHF | 210,491 CHF | 99.83% | 99.83% |
12/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 206,957 CHF | 207,452 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 196,060 CHF | 196,553 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 191,844 CHF | 192,340 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 191,824 CHF | 192,320 CHF | 100.00% | 100.00% |