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 | 0.25% | 3.88 CHF | 3.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,463 CHF | 99,713 CHF | 99.97% | 99.97% |
19/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,289 CHF | 97,539 CHF | 99.79% | 99.79% |
18/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,855 CHF | 102,105 CHF | 99.92% | 99.92% |
15/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,810 CHF | 104,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,051 CHF | 98,301 CHF | 99.56% | 99.56% |
13/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,839 CHF | 96,089 CHF | 99.96% | 99.96% |
12/11/2024 | 0.24% | 3.85 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 102,364 CHF | 102,614 CHF | 99.80% | 99.80% |
11/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,425 CHF | 106,675 CHF | 99.82% | 99.82% |
08/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,950 CHF | 101,200 CHF | 99.84% | 99.84% |
07/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,238 CHF | 96,488 CHF | 99.92% | 99.92% |