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% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,585 CHF | 220,085 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,588 CHF | 212,088 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,973 CHF | 217,473 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.51 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,558 CHF | 226,058 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,685 CHF | 227,185 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 217,075 CHF | 217,573 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,446 CHF | 226,946 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 226,545 CHF | 227,045 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,800 CHF | 225,300 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 220,165 CHF | 220,660 CHF | 98.73% | 98.73% |