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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'328 CHF | 240'828 CHF | 99.25% | 99.25% |
25.11.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'857 CHF | 241'357 CHF | 97.94% | 97.94% |
22.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 243'570 CHF | 244'070 CHF | 99.37% | 99.37% |
20.11.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'668 CHF | 255'168 CHF | 99.38% | 99.38% |
19.11.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 179'350 CHF | 179'700 CHF | 99.26% | 99.26% |
18.11.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 178'399 CHF | 178'749 CHF | 99.31% | 99.31% |
15.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 174'410 CHF | 174'760 CHF | 99.38% | 99.38% |
14.11.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 175'511 CHF | 175'861 CHF | 99.35% | 99.35% |
13.11.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 175'731 CHF | 176'081 CHF | 99.39% | 99.39% |
12.11.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 173'724 CHF | 174'074 CHF | 99.07% | 99.07% |