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 | 0.25% | 3.92 CHF | 3.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 802,490 CHF | 804,490 CHF | 99.00% | 99.00% |
19/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 784,026 CHF | 786,026 CHF | 97.62% | 97.62% |
18/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 603,729 CHF | 605,229 CHF | 99.10% | 99.10% |
15/11/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 633,098 CHF | 634,598 CHF | 97.89% | 97.89% |
14/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 663,371 CHF | 664,871 CHF | 94.67% | 94.67% |
13/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 631,545 CHF | 633,045 CHF | 99.14% | 99.14% |
12/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 617,825 CHF | 619,325 CHF | 99.13% | 99.13% |
11/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 626,042 CHF | 627,542 CHF | 99.34% | 99.34% |
08/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 624,927 CHF | 626,427 CHF | 99.42% | 99.42% |
07/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 617,196 CHF | 618,696 CHF | 99.31% | 99.31% |