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% | 4.38 CHF | 4.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 894,140 CHF | 896,140 CHF | 98.88% | 98.88% |
19/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 875,323 CHF | 877,323 CHF | 97.58% | 97.58% |
18/11/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 672,523 CHF | 674,023 CHF | 99.36% | 99.36% |
15/11/2024 | 0.21% | 4.50 CHF | 4.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 701,936 CHF | 703,436 CHF | 97.88% | 97.88% |
14/11/2024 | 0.20% | 4.79 CHF | 4.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 732,297 CHF | 733,797 CHF | 94.69% | 94.69% |
13/11/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 700,014 CHF | 701,514 CHF | 99.20% | 99.20% |
12/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 686,211 CHF | 687,711 CHF | 99.19% | 99.19% |
11/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 694,175 CHF | 695,675 CHF | 99.38% | 99.38% |
08/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 692,463 CHF | 693,963 CHF | 99.46% | 99.46% |
07/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 684,964 CHF | 686,464 CHF | 99.26% | 99.26% |