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 | 0.23% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'904 CHF | 215'404 CHF | 99.45% | 99.45% |
19.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'183 CHF | 213'683 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'454 CHF | 218'954 CHF | 99.28% | 99.28% |
15.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'500 CHF | 224'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'537 CHF | 230'037 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'002 CHF | 223'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'908 CHF | 220'408 CHF | 99.82% | 99.82% |
11.11.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'908 CHF | 209'408 CHF | 99.76% | 99.76% |
08.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'381 CHF | 204'881 CHF | 99.16% | 99.16% |
07.11.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'517 CHF | 205'017 CHF | 99.96% | 99.96% |