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% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'585 CHF | 220'085 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 211'588 CHF | 212'088 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'973 CHF | 217'473 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.51 CHF | 4.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'558 CHF | 226'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'685 CHF | 227'185 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 217'075 CHF | 217'573 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'446 CHF | 226'946 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 226'545 CHF | 227'045 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'800 CHF | 225'300 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 220'165 CHF | 220'660 CHF | 98.73% | 98.73% |