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 | 0.24% | 4.14 CHF | 4.15 CHF | 250,000 | 250,000 | 93,071 | 93,071 | 388,732 CHF | 389,665 CHF | 95.74% | 95.74% |
19/11/2024 | 0.60% | 4.07 CHF | 4.08 CHF | 250,000 | 250,000 | 77,651 | 77,651 | 311,227 CHF | 312,422 CHF | 89.58% | 89.58% |
18/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 250,000 | 250,000 | 96,938 | 96,938 | 376,768 CHF | 377,739 CHF | 86.51% | 86.51% |
15/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 250,000 | 250,000 | 93,442 | 93,442 | 386,052 CHF | 386,988 CHF | 93.61% | 93.61% |
14/11/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 230,000 | 230,000 | 87,343 | 87,343 | 372,710 CHF | 373,586 CHF | 93.23% | 93.23% |
13/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 250,000 | 250,000 | 87,719 | 87,719 | 373,342 CHF | 374,221 CHF | 90.28% | 90.28% |
12/11/2024 | 0.57% | 4.25 CHF | 4.26 CHF | 230,000 | 230,000 | 63,777 | 63,777 | 268,389 CHF | 269,481 CHF | 92.41% | 92.41% |
11/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 250,000 | 250,000 | 88,591 | 88,591 | 370,827 CHF | 371,716 CHF | 90.50% | 90.50% |
08/11/2024 | 0.28% | 4.19 CHF | 4.20 CHF | 250,000 | 250,000 | 88,992 | 88,992 | 375,103 CHF | 376,005 CHF | 91.18% | 91.18% |
07/11/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 250,000 | 250,000 | 94,802 | 94,802 | 394,467 CHF | 395,419 CHF | 96.47% | 96.47% |