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% | 4.52 CHF | 4.53 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'253 CHF | 46'226 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.62 CHF | 4.63 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 93'093 CHF | 46'646 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.76 CHF | 4.77 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'657 CHF | 46'429 CHF | 99.77% | 99.77% |
15.11.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 92'155 CHF | 46'178 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'318 CHF | 44'759 CHF | 95.91% | 95.91% |
13.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 83'628 CHF | 41'914 CHF | 97.59% | 97.59% |
12.11.2024 | 0.23% | 4.15 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'447 CHF | 43'823 CHF | 98.70% | 98.70% |
11.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'945 CHF | 46'073 CHF | 95.92% | 95.92% |
08.11.2024 | 0.21% | 4.56 CHF | 4.57 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 93'738 CHF | 46'969 CHF | 84.64% | 84.64% |
07.11.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 97'639 CHF | 48'920 CHF | 100.00% | 100.00% |