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% | 4.40 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,135 CHF | 225,635 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,138 CHF | 217,588 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,523 CHF | 223,023 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,058 CHF | 231,558 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,185 CHF | 232,685 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 222,563 CHF | 223,062 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,996 CHF | 232,496 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 231,955 CHF | 232,455 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,350 CHF | 230,850 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 225,541 CHF | 226,036 CHF | 98.73% | 98.73% |