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 | 0.29% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,584 CHF | 217,220 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 4.09 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,851 CHF | 203,483 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 4.13 CHF | 4.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,583 CHF | 205,245 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 4.11 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,647 CHF | 208,316 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 4.19 CHF | 4.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,344 CHF | 211,000 CHF | 99.52% | 99.52% |
13/11/2024 | 0.34% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 211,021 CHF | 211,728 CHF | 99.32% | 99.32% |
12/11/2024 | 0.32% | 4.26 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,322 CHF | 220,018 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,003 CHF | 225,703 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,222 CHF | 217,911 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 213,156 CHF | 213,802 CHF | 99.13% | 99.13% |