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% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,135 CHF | 223,635 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,138 CHF | 215,638 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,523 CHF | 221,023 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,058 CHF | 229,558 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,185 CHF | 230,685 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 220,585 CHF | 221,084 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,996 CHF | 230,496 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 230,005 CHF | 230,505 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,350 CHF | 228,850 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 223,604 CHF | 224,099 CHF | 98.73% | 98.73% |