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% | 4.06 CHF | 4.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,985 CHF | 208,435 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.05 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,988 CHF | 200,438 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,373 CHF | 205,873 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,908 CHF | 214,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,035 CHF | 215,535 CHF | 99.22% | 99.22% |
13/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 205,603 CHF | 206,101 CHF | 99.36% | 99.36% |
12/11/2024 | 0.23% | 4.14 CHF | 4.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,846 CHF | 215,346 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 215,239 CHF | 215,739 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,200 CHF | 213,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 208,928 CHF | 209,422 CHF | 98.73% | 98.73% |