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% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,535 CHF | 229,035 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,538 CHF | 221,038 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,923 CHF | 226,423 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,458 CHF | 234,958 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,635 CHF | 236,135 CHF | 99.22% | 99.22% |
13/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 225,926 CHF | 226,424 CHF | 99.36% | 99.36% |
12/11/2024 | 0.21% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,396 CHF | 235,896 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.85 CHF | 4.86 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 235,268 CHF | 235,768 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,750 CHF | 234,250 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 228,835 CHF | 229,330 CHF | 98.73% | 98.73% |