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% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'085 CHF | 222'585 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'088 CHF | 214'588 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'473 CHF | 219'973 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'008 CHF | 228'508 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'185 CHF | 229'685 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 219'547 CHF | 220'045 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'896 CHF | 229'396 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 228'982 CHF | 229'482 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'300 CHF | 227'800 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.60 CHF | 4.61 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 222'538 CHF | 223'033 CHF | 98.73% | 98.73% |