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 | 0.21% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 233'935 CHF | 234'435 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.57 CHF | 4.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'938 CHF | 226'388 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'273 CHF | 231'773 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'858 CHF | 240'358 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'985 CHF | 241'485 CHF | 99.22% | 99.22% |
13.11.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 231'266 CHF | 231'764 CHF | 99.36% | 99.36% |
12.11.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'746 CHF | 241'246 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 240'483 CHF | 240'983 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 239'100 CHF | 239'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.84 CHF | 4.85 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 234'018 CHF | 234'512 CHF | 98.73% | 98.73% |