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 | 0.24% | 4.12 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,935 CHF | 211,435 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,938 CHF | 203,438 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,323 CHF | 208,823 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,908 CHF | 217,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,035 CHF | 218,535 CHF | 99.22% | 99.22% |
13/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 208,569 CHF | 209,068 CHF | 99.36% | 99.36% |
12/11/2024 | 0.25% | 4.20 CHF | 4.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,796 CHF | 218,346 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 218,163 CHF | 218,663 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,200 CHF | 216,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 211,834 CHF | 212,329 CHF | 98.73% | 98.73% |