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 | 0.50% | 3.86 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,858 CHF | 198,848 CHF | 99.28% | 99.28% |
19/11/2024 | 0.52% | 3.85 CHF | 3.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,195 CHF | 191,184 CHF | 98.46% | 98.46% |
18/11/2024 | 0.57% | 3.91 CHF | 3.93 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 169,294 CHF | 170,206 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,269 CHF | 204,269 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 4.11 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,305 CHF | 205,305 CHF | 99.22% | 99.22% |
13/11/2024 | 0.51% | 3.98 CHF | 4.00 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 195,202 CHF | 196,195 CHF | 97.43% | 97.43% |
12/11/2024 | 0.49% | 3.93 CHF | 3.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,098 CHF | 205,105 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 4.22 CHF | 4.24 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 204,627 CHF | 205,614 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 4.05 CHF | 4.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,489 CHF | 203,489 CHF | 96.01% | 96.01% |
07/11/2024 | 0.50% | 4.10 CHF | 4.12 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 198,486 CHF | 199,465 CHF | 98.73% | 98.73% |