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 | 0.29% | 4.15 CHF | 4.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,440 CHF | 42,345 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 4.14 CHF | 4.15 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 81,815 CHF | 41,026 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 4.13 CHF | 4.14 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,071 CHF | 41,658 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 4.19 CHF | 4.20 CHF | 20,000 | 10,000 | 14,531 | 8,177 | 61,481 CHF | 34,657 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 4.16 CHF | 4.17 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,458 CHF | 41,846 CHF | 99.44% | 99.44% |
13/11/2024 | 0.30% | 4.25 CHF | 4.26 CHF | 20,000 | 10,000 | 20,000 | 9,937 | 83,053 CHF | 41,384 CHF | 98.88% | 98.88% |
12/11/2024 | 0.29% | 4.16 CHF | 4.18 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,190 CHF | 42,217 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 4.30 CHF | 4.31 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 86,792 CHF | 43,515 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 4.23 CHF | 4.25 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,834 CHF | 42,536 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 4.16 CHF | 4.17 CHF | 20,000 | 10,000 | 20,000 | 9,740 | 84,073 CHF | 41,084 CHF | 99.06% | 99.06% |