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 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,685 CHF | 204,185 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,688 CHF | 196,188 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 201,073 CHF | 201,573 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,658 CHF | 210,158 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,785 CHF | 211,285 CHF | 99.22% | 99.22% |
13/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 201,350 CHF | 201,849 CHF | 99.36% | 99.36% |
12/11/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,546 CHF | 211,046 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.35 CHF | 4.36 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 211,048 CHF | 211,548 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.18 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,950 CHF | 209,450 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 4.23 CHF | 4.24 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 204,762 CHF | 205,257 CHF | 98.73% | 98.73% |