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% | 4.47 CHF | 4.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'635 CHF | 229'135 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 4.46 CHF | 4.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'638 CHF | 221'088 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'973 CHF | 226'473 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.68 CHF | 4.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'558 CHF | 235'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'685 CHF | 236'185 CHF | 99.22% | 99.22% |
13.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 226'024 CHF | 226'523 CHF | 99.36% | 99.36% |
12.11.2024 | 0.21% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'446 CHF | 235'946 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.85 CHF | 4.86 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 235'317 CHF | 235'817 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 233'800 CHF | 234'300 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 228'883 CHF | 229'378 CHF | 98.73% | 98.73% |