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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'784 CHF | 217'284 CHF | 99.38% | 99.38% |
20.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'582 CHF | 216'082 CHF | 99.37% | 99.37% |
19.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'402 CHF | 106'652 CHF | 99.29% | 99.29% |
18.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'328 CHF | 106'578 CHF | 99.30% | 99.30% |
15.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'461 CHF | 105'711 CHF | 99.39% | 99.39% |
14.11.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'309 CHF | 105'559 CHF | 99.36% | 99.36% |
13.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'803 CHF | 104'053 CHF | 99.39% | 99.39% |
12.11.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'332 CHF | 107'582 CHF | 99.09% | 99.09% |
11.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'891 CHF | 110'141 CHF | 99.28% | 99.28% |
08.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 109'137 CHF | 109'387 CHF | 99.39% | 99.39% |