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% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'831 CHF | 222'331 CHF | 99.39% | 99.39% |
19.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'533 CHF | 217'033 CHF | 99.28% | 99.28% |
18.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'402 CHF | 224'902 CHF | 99.31% | 99.31% |
15.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'624 CHF | 223'124 CHF | 99.39% | 99.39% |
14.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'965 CHF | 218'465 CHF | 99.36% | 99.36% |
13.11.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'441 CHF | 215'941 CHF | 99.38% | 99.38% |
12.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'201 CHF | 221'701 CHF | 99.10% | 99.10% |
11.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'443 CHF | 220'943 CHF | 99.25% | 99.25% |
08.11.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'422 CHF | 213'922 CHF | 99.39% | 99.39% |
07.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'847 CHF | 228'347 CHF | 99.28% | 99.28% |