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% | 4.09 CHF | 4.10 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 201'843 CHF | 202'332 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 49'524 | 49'523 | 200'138 CHF | 200'627 CHF | 98.73% | 98.73% |
18.11.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 205'326 CHF | 205'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'173 CHF | 212'673 CHF | 70.80% | 70.80% |
14.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 50'000 | 50'000 | 49'530 | 49'527 | 216'207 CHF | 216'687 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 209'995 CHF | 210'491 CHF | 99.83% | 99.83% |
12.11.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 206'957 CHF | 207'452 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'000 | 50'000 | 49'531 | 49'530 | 196'060 CHF | 196'553 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 191'844 CHF | 192'340 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 191'824 CHF | 192'320 CHF | 100.00% | 100.00% |