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 | 0.46% | 4.36 CHF | 4.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,997 CHF | 108,497 CHF | 99.13% | 99.13% |
19/11/2024 | 0.47% | 4.23 CHF | 4.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 107,192 CHF | 107,692 CHF | 97.59% | 97.59% |
18/11/2024 | 0.43% | 4.59 CHF | 4.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 115,473 CHF | 115,973 CHF | 93.78% | 93.78% |
15/11/2024 | 0.42% | 4.78 CHF | 4.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,931 CHF | 119,431 CHF | 99.34% | 99.34% |
14/11/2024 | 0.42% | 4.71 CHF | 4.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,507 CHF | 119,007 CHF | 99.36% | 99.36% |
13/11/2024 | 0.44% | 4.60 CHF | 4.62 CHF | 25,000 | 25,000 | 22,428 | 22,428 | 102,772 CHF | 103,220 CHF | 99.02% | 99.02% |
12/11/2024 | 0.44% | 4.53 CHF | 4.55 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 58,750 CHF | 59,010 CHF | 99.10% | 99.10% |
11/11/2024 | 0.45% | 4.53 CHF | 4.55 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 58,096 CHF | 58,356 CHF | 99.28% | 99.28% |
08/11/2024 | 0.46% | 4.37 CHF | 4.39 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 55,968 CHF | 56,228 CHF | 99.30% | 99.30% |
07/11/2024 | 0.45% | 4.37 CHF | 4.39 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 57,979 CHF | 58,239 CHF | 98.92% | 98.92% |