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% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,835 CHF | 230,335 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,838 CHF | 222,338 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,273 CHF | 227,773 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,808 CHF | 236,308 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,935 CHF | 237,435 CHF | 99.22% | 99.22% |
13/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 227,212 CHF | 227,710 CHF | 99.36% | 99.36% |
12/11/2024 | 0.21% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 236,696 CHF | 237,196 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 236,536 CHF | 237,036 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,050 CHF | 235,550 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.76 CHF | 4.76 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 230,094 CHF | 230,589 CHF | 98.73% | 98.73% |