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 | 0.23% | 4.28 CHF | 4.29 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 425,636 CHF | 213,318 CHF | 98.53% | 98.53% |
19/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 416,336 CHF | 208,668 CHF | 97.18% | 97.18% |
18/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 410,424 CHF | 205,712 CHF | 95.59% | 95.59% |
15/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 409,986 CHF | 205,493 CHF | 95.85% | 95.85% |
14/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 412,261 CHF | 206,630 CHF | 98.70% | 98.70% |
13/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 411,874 CHF | 206,437 CHF | 95.57% | 95.57% |
12/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 403,038 CHF | 202,019 CHF | 96.42% | 96.42% |
11/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 404,880 CHF | 202,940 CHF | 97.96% | 97.96% |
08/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 405,260 CHF | 203,130 CHF | 93.02% | 93.02% |
07/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 403,063 CHF | 202,032 CHF | 97.69% | 97.69% |