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 | 0.70% | 4.49 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'528 CHF | 226'111 CHF | 19.61% | 19.61% |
19.11.2024 | 0.54% | 4.33 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'404 CHF | 215'575 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 4.40 CHF | 4.43 CHF | 50'000 | 50'000 | 44'486 | 44'486 | 194'295 CHF | 195'426 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 4.32 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'793 CHF | 218'034 CHF | 99.48% | 99.48% |
14.11.2024 | 0.54% | 4.43 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'703 CHF | 219'882 CHF | 99.44% | 99.44% |
13.11.2024 | 0.54% | 4.33 CHF | 4.35 CHF | 50'000 | 50'000 | 49'555 | 49'555 | 214'644 CHF | 215'812 CHF | 98.80% | 98.80% |
12.11.2024 | 0.52% | 4.39 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'971 CHF | 225'147 CHF | 98.33% | 98.33% |
11.11.2024 | 0.54% | 4.58 CHF | 4.60 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 220'382 CHF | 221'558 CHF | 98.65% | 98.65% |
08.11.2024 | 0.55% | 4.41 CHF | 4.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'244 CHF | 222'475 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 4.63 CHF | 4.65 CHF | 50'000 | 50'000 | 48'701 | 48'701 | 226'504 CHF | 227'738 CHF | 98.94% | 98.94% |