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% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'704 CHF | 216'204 CHF | 99.95% | 99.95% |
19.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'824 CHF | 216'324 CHF | 99.79% | 99.79% |
18.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'615 CHF | 214'115 CHF | 99.90% | 99.90% |
15.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'121 CHF | 213'621 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'349 CHF | 211'849 CHF | 99.66% | 99.66% |
13.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'029 CHF | 210'529 CHF | 99.49% | 99.49% |
12.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'112 CHF | 208'612 CHF | 99.83% | 99.83% |
11.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'405 CHF | 208'905 CHF | 99.49% | 99.49% |
08.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'312 CHF | 211'812 CHF | 99.88% | 99.88% |
07.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'371 CHF | 213'871 CHF | 99.91% | 99.91% |