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% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,685 CHF | 218,185 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,688 CHF | 210,188 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,073 CHF | 215,573 CHF | 100.00% | 100.00% |
15/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,658 CHF | 224,158 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,785 CHF | 225,285 CHF | 99.22% | 99.22% |
13/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 215,196 CHF | 215,694 CHF | 99.36% | 99.36% |
12/11/2024 | 0.22% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,546 CHF | 225,046 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 224,693 CHF | 225,193 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,900 CHF | 223,400 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 218,324 CHF | 218,819 CHF | 98.73% | 98.73% |