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% | 4.08 CHF | 4.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 317,370 CHF | 318,120 CHF | 99.91% | 99.91% |
19/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 305,863 CHF | 306,613 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 317,829 CHF | 318,579 CHF | 98.93% | 98.93% |
15/11/2024 | 0.23% | 4.15 CHF | 4.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 326,657 CHF | 327,407 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 343,171 CHF | 343,921 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 339,805 CHF | 340,555 CHF | 99.87% | 99.87% |
12/11/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 368,081 CHF | 368,831 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 378,954 CHF | 379,704 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 4.78 CHF | 4.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 356,926 CHF | 357,676 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.91 CHF | 4.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 364,302 CHF | 365,052 CHF | 99.67% | 99.67% |