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 | 216'785 CHF | 217'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.22 CHF | 4.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'788 CHF | 209'288 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'173 CHF | 214'673 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'708 CHF | 223'208 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'835 CHF | 224'335 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 214'305 CHF | 214'804 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.31 CHF | 4.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'596 CHF | 224'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.62 CHF | 4.63 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 223'816 CHF | 224'316 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'000 CHF | 222'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 217'404 CHF | 217'899 CHF | 98.73% | 98.73% |