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 | 0.24% | 4.10 CHF | 4.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'039 CHF | 207'539 CHF | 99.73% | 99.73% |
19.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'362 CHF | 205'862 CHF | 99.81% | 99.81% |
18.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'591 CHF | 210'091 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'830 CHF | 211'330 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'306 CHF | 207'806 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'771 CHF | 202'271 CHF | 99.94% | 99.94% |
12.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 203'463 CHF | 203'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'249 CHF | 211'749 CHF | 99.66% | 99.66% |
08.11.2024 | 0.23% | 4.17 CHF | 4.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'639 CHF | 213'139 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'620 CHF | 229'120 CHF | 99.68% | 99.68% |