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 | 0.20% | 4.85 CHF | 4.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 246,334 CHF | 246,834 CHF | 99.37% | 99.37% |
19/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 237,612 CHF | 238,112 CHF | 99.25% | 99.25% |
18/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 253,408 CHF | 253,908 CHF | 99.30% | 99.30% |
15/11/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 253,780 CHF | 254,280 CHF | 99.38% | 99.38% |
14/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,641 CHF | 249,141 CHF | 99.36% | 99.36% |
13/11/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 238,025 CHF | 238,525 CHF | 99.39% | 99.39% |
12/11/2024 | 0.25% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,330 CHF | 197,830 CHF | 99.08% | 99.08% |
11/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,309 CHF | 197,809 CHF | 99.30% | 99.30% |
08/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,770 CHF | 182,270 CHF | 99.38% | 99.38% |
07/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,853 CHF | 176,353 CHF | 99.25% | 99.25% |