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% | 3.87 CHF | 3.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 795,232 CHF | 797,232 CHF | 96.86% | 96.86% |
19/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 770,211 CHF | 772,211 CHF | 94.09% | 94.09% |
18/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 808,603 CHF | 810,603 CHF | 95.44% | 95.44% |
15/11/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 822,102 CHF | 824,102 CHF | 97.15% | 97.15% |
14/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 821,800 CHF | 823,800 CHF | 96.49% | 96.49% |
13/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 781,053 CHF | 783,053 CHF | 94.34% | 94.34% |
12/11/2024 | 0.24% | 3.92 CHF | 3.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 824,513 CHF | 826,513 CHF | 88.97% | 88.97% |
11/11/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 868,693 CHF | 870,693 CHF | 99.49% | 99.49% |
08/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 826,101 CHF | 828,101 CHF | 93.53% | 93.53% |
07/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 842,989 CHF | 844,989 CHF | 93.47% | 93.47% |