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 | 0.21% | 4.72 CHF | 4.73 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 190,987 CHF | 191,387 CHF | 99.39% | 99.39% |
19/11/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 187,104 CHF | 187,504 CHF | 99.31% | 99.31% |
18/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,064 CHF | 94,264 CHF | 99.25% | 99.25% |
15/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,153 CHF | 94,353 CHF | 99.38% | 99.38% |
14/11/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 92,537 CHF | 92,737 CHF | 99.36% | 99.36% |
13/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 92,279 CHF | 92,479 CHF | 99.36% | 99.36% |
12/11/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,480 CHF | 94,680 CHF | 99.10% | 99.10% |
11/11/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 97,779 CHF | 97,979 CHF | 99.31% | 99.31% |
08/11/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,001 CHF | 94,201 CHF | 99.39% | 99.39% |
07/11/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 94,294 CHF | 94,494 CHF | 99.25% | 99.25% |