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% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,831 CHF | 222,331 CHF | 99.39% | 99.39% |
19/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,533 CHF | 217,033 CHF | 99.28% | 99.28% |
18/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,402 CHF | 224,902 CHF | 99.31% | 99.31% |
15/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,624 CHF | 223,124 CHF | 99.39% | 99.39% |
14/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,965 CHF | 218,465 CHF | 99.36% | 99.36% |
13/11/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,441 CHF | 215,941 CHF | 99.38% | 99.38% |
12/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,201 CHF | 221,701 CHF | 99.10% | 99.10% |
11/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,443 CHF | 220,943 CHF | 99.25% | 99.25% |
08/11/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,422 CHF | 213,922 CHF | 99.39% | 99.39% |
07/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,847 CHF | 228,347 CHF | 99.28% | 99.28% |