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% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,785 CHF | 214,285 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,788 CHF | 206,288 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,173 CHF | 211,673 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,708 CHF | 220,208 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,835 CHF | 221,335 CHF | 99.22% | 99.22% |
13/11/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 211,338 CHF | 211,837 CHF | 99.36% | 99.36% |
12/11/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,596 CHF | 221,096 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 220,892 CHF | 221,392 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,000 CHF | 219,500 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 214,546 CHF | 215,041 CHF | 98.73% | 98.73% |