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 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,587 CHF | 226,087 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,027 CHF | 216,527 CHF | 99.90% | 99.90% |
18/11/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,983 CHF | 222,483 CHF | 99.92% | 99.92% |
15/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,877 CHF | 226,377 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,857 CHF | 232,357 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,348 CHF | 229,848 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,158 CHF | 252,658 CHF | 99.71% | 99.71% |
11/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 258,561 CHF | 259,061 CHF | 99.91% | 99.91% |
08/11/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,370 CHF | 246,870 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,855 CHF | 255,355 CHF | 99.90% | 99.90% |