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 | 0.20% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,535 CHF | 230,985 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,488 CHF | 222,988 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,873 CHF | 228,373 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,408 CHF | 236,908 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,585 CHF | 238,085 CHF | 99.22% | 99.22% |
13/11/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 227,854 CHF | 228,353 CHF | 99.36% | 99.36% |
12/11/2024 | 0.23% | 4.59 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,296 CHF | 237,846 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.89 CHF | 4.90 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 237,169 CHF | 237,669 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,700 CHF | 236,200 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.77 CHF | 4.78 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 230,724 CHF | 231,219 CHF | 98.73% | 98.73% |