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% | 4.59 CHF | 4.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,828 CHF | 114,078 CHF | 99.73% | 99.73% |
19/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 113,709 CHF | 113,959 CHF | 99.83% | 99.83% |
18/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 112,065 CHF | 112,315 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,951 CHF | 111,201 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,783 CHF | 111,033 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 111,774 CHF | 112,024 CHF | 99.94% | 99.94% |
12/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,896 CHF | 111,146 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,606 CHF | 108,856 CHF | 99.67% | 99.67% |
08/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,883 CHF | 109,133 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,333 CHF | 106,583 CHF | 99.68% | 99.68% |