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% | 4.51 CHF | 4.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,345,150 CHF | 449,382 CHF | 98.96% | 98.96% |
19/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,339,550 CHF | 447,518 CHF | 90.67% | 90.67% |
18/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,343,950 CHF | 448,982 CHF | 96.79% | 96.79% |
15/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,340,720 CHF | 447,906 CHF | 98.33% | 98.33% |
14/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,342,260 CHF | 448,419 CHF | 98.11% | 98.11% |
13/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,336,860 CHF | 446,619 CHF | 95.95% | 95.95% |
12/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,306,230 CHF | 436,408 CHF | 95.13% | 95.13% |
11/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,224,900 CHF | 409,301 CHF | 98.41% | 98.41% |
08/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,239,100 CHF | 414,033 CHF | 93.17% | 93.17% |
07/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,231,530 CHF | 411,510 CHF | 98.28% | 98.28% |