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% | 4.12 CHF | 4.13 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 198'648 CHF | 199'128 CHF | 99.48% | 99.48% |
19.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 197'124 CHF | 197'604 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 192'720 CHF | 193'200 CHF | 99.89% | 99.89% |
15.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'324 CHF | 195'824 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'200 CHF | 191'700 CHF | 98.57% | 98.57% |
13.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'430 CHF | 193'930 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 194'789 CHF | 195'289 CHF | 99.88% | 99.88% |
11.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 191'579 CHF | 192'059 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'072 CHF | 188'572 CHF | 98.29% | 98.29% |
07.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 190'934 CHF | 191'434 CHF | 100.00% | 100.00% |