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 | 0.73% | 4.16 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'937 CHF | 209'465 CHF | 19.51% | 19.51% |
19.11.2024 | 0.59% | 4.00 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'786 CHF | 198'961 CHF | 99.58% | 99.58% |
18.11.2024 | 0.68% | 4.07 CHF | 4.10 CHF | 50'000 | 50'000 | 44'486 | 44'486 | 179'497 CHF | 180'672 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 3.99 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 200'209 CHF | 201'435 CHF | 99.46% | 99.46% |
14.11.2024 | 0.61% | 4.10 CHF | 4.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'067 CHF | 203'301 CHF | 99.44% | 99.44% |
13.11.2024 | 0.59% | 3.99 CHF | 4.02 CHF | 50'000 | 50'000 | 49'555 | 49'555 | 198'211 CHF | 199'382 CHF | 98.80% | 98.80% |
12.11.2024 | 0.60% | 4.06 CHF | 4.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'329 CHF | 208'572 CHF | 98.44% | 98.44% |
11.11.2024 | 0.59% | 4.25 CHF | 4.27 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 204'171 CHF | 205'375 CHF | 98.65% | 98.65% |
08.11.2024 | 0.61% | 4.07 CHF | 4.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'637 CHF | 205'889 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 4.29 CHF | 4.32 CHF | 50'000 | 50'000 | 48'701 | 48'701 | 210'359 CHF | 211'571 CHF | 98.94% | 98.94% |