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% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,985 CHF | 220,485 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,988 CHF | 212,488 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,373 CHF | 217,873 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,908 CHF | 226,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,035 CHF | 227,535 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 217,470 CHF | 217,968 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,796 CHF | 227,296 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 226,935 CHF | 227,435 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,200 CHF | 225,700 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.56 CHF | 4.57 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 220,504 CHF | 220,998 CHF | 98.73% | 98.73% |