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% | 4.34 CHF | 4.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,085 CHF | 222,585 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,088 CHF | 214,588 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,473 CHF | 219,973 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,008 CHF | 228,508 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,185 CHF | 229,685 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 219,547 CHF | 220,045 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,896 CHF | 229,396 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 228,982 CHF | 229,482 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,300 CHF | 227,800 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 222,538 CHF | 223,033 CHF | 98.73% | 98.73% |