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% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,582 CHF | 216,082 CHF | 99.37% | 99.37% |
19/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,402 CHF | 106,652 CHF | 99.29% | 99.29% |
18/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,328 CHF | 106,578 CHF | 99.30% | 99.30% |
15/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,461 CHF | 105,711 CHF | 99.39% | 99.39% |
14/11/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,309 CHF | 105,559 CHF | 99.36% | 99.36% |
13/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,803 CHF | 104,053 CHF | 99.39% | 99.39% |
12/11/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,332 CHF | 107,582 CHF | 99.09% | 99.09% |
11/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,891 CHF | 110,141 CHF | 99.28% | 99.28% |
08/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,137 CHF | 109,387 CHF | 99.39% | 99.39% |
07/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 109,887 CHF | 110,137 CHF | 99.27% | 99.27% |