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% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'685 CHF | 218'185 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'688 CHF | 210'188 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'073 CHF | 215'573 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'658 CHF | 224'158 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'785 CHF | 225'285 CHF | 99.22% | 99.22% |
13.11.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 215'196 CHF | 215'694 CHF | 99.36% | 99.36% |
12.11.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'546 CHF | 225'046 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 224'693 CHF | 225'193 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'900 CHF | 223'400 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 218'324 CHF | 218'819 CHF | 98.73% | 98.73% |