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% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 30,526 | 30,526 | 138,372 CHF | 138,677 CHF | 97.88% | 97.88% |
19/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 31,240 | 31,240 | 136,761 CHF | 137,073 CHF | 86.69% | 86.69% |
18/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 30,443 | 30,443 | 134,825 CHF | 135,130 CHF | 99.39% | 99.39% |
15/11/2024 | 0.21% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 30,486 | 30,486 | 143,632 CHF | 143,937 CHF | 98.58% | 98.58% |
14/11/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 50,000 | 50,000 | 30,398 | 30,398 | 148,362 CHF | 148,666 CHF | 99.06% | 99.06% |
13/11/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 30,952 | 30,952 | 151,623 CHF | 151,932 CHF | 90.83% | 90.83% |
12/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 30,428 | 30,428 | 150,551 CHF | 150,855 CHF | 99.63% | 99.63% |
11/11/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 30,371 | 30,371 | 150,544 CHF | 150,848 CHF | 98.80% | 98.80% |
08/11/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 50,000 | 50,000 | 30,495 | 30,495 | 152,087 CHF | 152,392 CHF | 98.42% | 98.42% |
07/11/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 50,000 | 50,000 | 30,427 | 30,427 | 145,290 CHF | 145,594 CHF | 99.58% | 99.58% |