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% | 4.62 CHF | 4.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 689,056 CHF | 690,556 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 700,970 CHF | 702,470 CHF | 99.91% | 99.91% |
18/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 342,605 CHF | 343,355 CHF | 99.90% | 99.90% |
15/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 340,978 CHF | 341,728 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 347,619 CHF | 348,369 CHF | 99.99% | 99.99% |
13/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 355,572 CHF | 356,322 CHF | 100.00% | 100.00% |
12/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 354,919 CHF | 355,669 CHF | 99.72% | 99.72% |
11/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 340,265 CHF | 341,015 CHF | 99.88% | 99.88% |
08/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 338,558 CHF | 339,308 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 320,432 CHF | 321,182 CHF | 99.91% | 99.91% |