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 | 0.23% | 4.23 CHF | 4.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,785 CHF | 217,285 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.22 CHF | 4.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,788 CHF | 209,288 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,173 CHF | 214,673 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,708 CHF | 223,208 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,835 CHF | 224,335 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 214,305 CHF | 214,804 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.31 CHF | 4.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,596 CHF | 224,096 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 223,816 CHF | 224,316 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,000 CHF | 222,500 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 217,404 CHF | 217,899 CHF | 98.73% | 98.73% |