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 | 0.21% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,935 CHF | 234,435 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 4.57 CHF | 4.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,938 CHF | 226,388 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,273 CHF | 231,773 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,858 CHF | 240,358 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,985 CHF | 241,485 CHF | 99.22% | 99.22% |
13/11/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 231,266 CHF | 231,764 CHF | 99.36% | 99.36% |
12/11/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,746 CHF | 241,246 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 240,483 CHF | 240,983 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 239,100 CHF | 239,600 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 234,018 CHF | 234,512 CHF | 98.73% | 98.73% |