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% | 4.32 CHF | 4.33 CHF | 250,000 | 250,000 | 90,170 | 90,170 | 392,627 CHF | 393,532 CHF | 94.13% | 94.13% |
19/11/2024 | 0.58% | 4.24 CHF | 4.25 CHF | 250,000 | 250,000 | 77,568 | 77,568 | 324,504 CHF | 325,699 CHF | 88.02% | 88.02% |
18/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 250,000 | 250,000 | 95,368 | 95,368 | 387,330 CHF | 388,285 CHF | 87.67% | 87.67% |
15/11/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 250,000 | 250,000 | 92,307 | 92,307 | 397,774 CHF | 398,699 CHF | 92.44% | 92.44% |
14/11/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 230,000 | 230,000 | 88,106 | 88,106 | 391,484 CHF | 392,368 CHF | 93.52% | 93.52% |
13/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 250,000 | 250,000 | 87,871 | 87,871 | 389,342 CHF | 390,222 CHF | 92.44% | 92.44% |
12/11/2024 | 0.54% | 4.43 CHF | 4.44 CHF | 230,000 | 230,000 | 63,869 | 63,869 | 279,984 CHF | 281,072 CHF | 92.14% | 92.14% |
11/11/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 250,000 | 250,000 | 90,973 | 90,973 | 396,424 CHF | 397,337 CHF | 93.69% | 93.69% |
08/11/2024 | 0.27% | 4.37 CHF | 4.38 CHF | 250,000 | 250,000 | 87,927 | 87,927 | 385,835 CHF | 386,727 CHF | 92.67% | 92.67% |
07/11/2024 | 0.24% | 4.36 CHF | 4.37 CHF | 250,000 | 250,000 | 95,207 | 95,207 | 412,687 CHF | 413,643 CHF | 97.07% | 97.07% |