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 | 0.22% | 4.40 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'135 CHF | 225'635 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'138 CHF | 217'588 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'523 CHF | 223'023 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'058 CHF | 231'558 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'185 CHF | 232'685 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 222'563 CHF | 223'062 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'996 CHF | 232'496 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 231'955 CHF | 232'455 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'350 CHF | 230'850 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 225'541 CHF | 226'036 CHF | 98.73% | 98.73% |