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 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'587 CHF | 226'087 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'027 CHF | 216'527 CHF | 99.90% | 99.90% |
18.11.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'983 CHF | 222'483 CHF | 99.92% | 99.92% |
15.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'877 CHF | 226'377 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'857 CHF | 232'357 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'348 CHF | 229'848 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'158 CHF | 252'658 CHF | 99.71% | 99.71% |
11.11.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'561 CHF | 259'061 CHF | 99.91% | 99.91% |
08.11.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'370 CHF | 246'870 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'855 CHF | 255'355 CHF | 99.90% | 99.90% |