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% | 4.49 CHF | 4.50 CHF | 250,000 | 250,000 | 93,419 | 93,419 | 422,972 CHF | 423,909 CHF | 95.88% | 95.88% |
19/11/2024 | 0.55% | 4.42 CHF | 4.43 CHF | 250,000 | 250,000 | 78,153 | 78,153 | 340,550 CHF | 341,748 CHF | 90.17% | 90.17% |
18/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 250,000 | 250,000 | 95,999 | 95,999 | 406,838 CHF | 407,799 CHF | 87.42% | 87.42% |
15/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 250,000 | 250,000 | 93,268 | 93,268 | 418,217 CHF | 419,152 CHF | 93.69% | 93.69% |
14/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 230,000 | 230,000 | 88,780 | 88,780 | 410,156 CHF | 411,047 CHF | 96.02% | 96.02% |
13/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 250,000 | 250,000 | 88,433 | 88,433 | 407,360 CHF | 408,246 CHF | 93.09% | 93.09% |
12/11/2024 | 0.52% | 4.60 CHF | 4.61 CHF | 230,000 | 230,000 | 64,693 | 64,693 | 294,975 CHF | 296,075 CHF | 95.59% | 95.59% |
11/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 250,000 | 250,000 | 90,839 | 90,839 | 411,730 CHF | 412,643 CHF | 95.45% | 95.45% |
08/11/2024 | 0.26% | 4.54 CHF | 4.55 CHF | 250,000 | 250,000 | 88,776 | 88,776 | 404,858 CHF | 405,759 CHF | 94.94% | 94.94% |
07/11/2024 | 0.23% | 4.54 CHF | 4.55 CHF | 250,000 | 250,000 | 97,060 | 97,060 | 437,686 CHF | 438,661 CHF | 98.15% | 98.15% |