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% | 4.17 CHF | 4.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'785 CHF | 214'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'788 CHF | 206'288 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'173 CHF | 211'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'708 CHF | 220'208 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'835 CHF | 221'335 CHF | 99.22% | 99.22% |
13.11.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 211'338 CHF | 211'837 CHF | 99.36% | 99.36% |
12.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'596 CHF | 221'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 220'892 CHF | 221'392 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'000 CHF | 219'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 214'546 CHF | 215'041 CHF | 98.73% | 98.73% |