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% | 4.25 CHF | 4.26 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 172,020 CHF | 172,420 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,516 CHF | 106,766 CHF | 99.90% | 99.90% |
18/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,787 CHF | 109,037 CHF | 99.89% | 99.89% |
15/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,216 CHF | 108,466 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,663 CHF | 105,913 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,647 CHF | 99,897 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 3.94 CHF | 3.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,014 CHF | 103,264 CHF | 99.72% | 99.72% |
11/11/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,911 CHF | 107,161 CHF | 99.91% | 99.91% |
08/11/2024 | 0.23% | 4.20 CHF | 4.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,717 CHF | 107,967 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,064 CHF | 111,314 CHF | 99.91% | 99.91% |