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 | 0.28% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,584 CHF | 227,220 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,851 CHF | 213,483 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,583 CHF | 215,245 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 4.31 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,647 CHF | 218,316 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 4.39 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,344 CHF | 221,000 CHF | 99.52% | 99.52% |
13/11/2024 | 0.32% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 220,908 CHF | 221,615 CHF | 99.32% | 99.32% |
12/11/2024 | 0.30% | 4.46 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,322 CHF | 230,018 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 4.70 CHF | 4.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,003 CHF | 235,638 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,222 CHF | 227,853 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 4.57 CHF | 4.58 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 222,826 CHF | 223,541 CHF | 99.13% | 99.13% |