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% | 4.23 CHF | 4.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'485 CHF | 216'985 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'488 CHF | 208'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'873 CHF | 214'373 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'458 CHF | 222'958 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'585 CHF | 224'085 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 214'009 CHF | 214'508 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'346 CHF | 223'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.61 CHF | 4.62 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 223'524 CHF | 224'024 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'700 CHF | 222'200 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 217'162 CHF | 217'657 CHF | 98.73% | 98.73% |