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% | 4.31 CHF | 4.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,904 CHF | 215,404 CHF | 99.45% | 99.45% |
19/11/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,183 CHF | 213,683 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,454 CHF | 218,954 CHF | 99.28% | 99.28% |
15/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,500 CHF | 224,000 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,537 CHF | 230,037 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,002 CHF | 223,502 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,908 CHF | 220,408 CHF | 99.82% | 99.82% |
11/11/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,908 CHF | 209,408 CHF | 99.76% | 99.76% |
08/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,381 CHF | 204,881 CHF | 99.16% | 99.16% |
07/11/2024 | 0.24% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,517 CHF | 205,017 CHF | 99.96% | 99.96% |