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 | 0.48% | 4.23 CHF | 4.25 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 82,385 CHF | 82,782 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 4.22 CHF | 4.24 CHF | 20,000 | 20,000 | 19,810 | 19,810 | 82,687 CHF | 83,084 CHF | 98.94% | 98.94% |
18/11/2024 | 0.48% | 4.10 CHF | 4.12 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 82,666 CHF | 83,063 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 4.16 CHF | 4.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 82,123 CHF | 82,523 CHF | 71.88% | 71.88% |
14/11/2024 | 0.50% | 4.06 CHF | 4.08 CHF | 20,000 | 20,000 | 19,448 | 19,448 | 79,250 CHF | 79,639 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 4.30 CHF | 4.32 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 84,594 CHF | 84,990 CHF | 99.37% | 99.37% |
12/11/2024 | 0.48% | 4.29 CHF | 4.31 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 83,504 CHF | 83,901 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 4.12 CHF | 4.14 CHF | 20,000 | 20,000 | 19,805 | 19,805 | 81,097 CHF | 81,494 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 4.12 CHF | 4.14 CHF | 20,000 | 20,000 | 19,575 | 19,575 | 79,577 CHF | 79,969 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 3.99 CHF | 4.01 CHF | 19,000 | 19,000 | 18,936 | 18,936 | 74,691 CHF | 75,071 CHF | 100.00% | 100.00% |