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% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'835 CHF | 230'335 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'838 CHF | 222'338 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'273 CHF | 227'773 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'808 CHF | 236'308 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'935 CHF | 237'435 CHF | 99.22% | 99.22% |
13.11.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 227'212 CHF | 227'710 CHF | 99.36% | 99.36% |
12.11.2024 | 0.21% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 236'696 CHF | 237'196 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.88 CHF | 4.89 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 236'536 CHF | 237'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'050 CHF | 235'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.76 CHF | 4.76 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 230'094 CHF | 230'589 CHF | 98.73% | 98.73% |