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 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 203'685 CHF | 204'185 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'688 CHF | 196'188 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'073 CHF | 201'573 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'658 CHF | 210'158 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'785 CHF | 211'285 CHF | 99.22% | 99.22% |
13.11.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 201'350 CHF | 201'849 CHF | 99.36% | 99.36% |
12.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'546 CHF | 211'046 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 211'048 CHF | 211'548 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.18 CHF | 4.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'950 CHF | 209'450 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.23 CHF | 4.24 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 204'762 CHF | 205'257 CHF | 98.73% | 98.73% |