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% | 4.11 CHF | 4.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'576 CHF | 205'076 CHF | 99.46% | 99.46% |
19.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'881 CHF | 203'381 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'106 CHF | 208'606 CHF | 99.29% | 99.29% |
15.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'164 CHF | 213'664 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'177 CHF | 219'677 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'707 CHF | 213'207 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'645 CHF | 210'145 CHF | 99.80% | 99.80% |
11.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 198'669 CHF | 199'169 CHF | 99.77% | 99.77% |
08.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 194'217 CHF | 194'717 CHF | 99.16% | 99.16% |
07.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 194'327 CHF | 194'827 CHF | 99.96% | 99.96% |