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 | 0.24% | 4.08 CHF | 4.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 833,062 CHF | 835,062 CHF | 99.03% | 99.03% |
19/11/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 814,494 CHF | 816,494 CHF | 97.63% | 97.63% |
18/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 626,731 CHF | 628,231 CHF | 99.03% | 99.03% |
15/11/2024 | 0.23% | 4.20 CHF | 4.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 655,844 CHF | 657,344 CHF | 99.14% | 99.14% |
14/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 686,150 CHF | 687,650 CHF | 97.48% | 97.48% |
13/11/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 654,371 CHF | 655,871 CHF | 99.22% | 99.22% |
12/11/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 640,627 CHF | 642,127 CHF | 99.18% | 99.18% |
11/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 648,750 CHF | 650,250 CHF | 99.34% | 99.34% |
08/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 647,438 CHF | 648,938 CHF | 99.45% | 99.45% |
07/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 639,805 CHF | 641,305 CHF | 99.28% | 99.28% |