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 | 0.21% | 4.60 CHF | 4.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'135 CHF | 235'635 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'138 CHF | 227'638 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'523 CHF | 233'023 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'058 CHF | 241'558 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 242'185 CHF | 242'685 CHF | 99.22% | 99.22% |
13.11.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 232'452 CHF | 232'951 CHF | 99.36% | 99.36% |
12.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 241'946 CHF | 242'446 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 241'653 CHF | 242'153 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 240'300 CHF | 240'800 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.86 CHF | 4.87 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 235'180 CHF | 235'675 CHF | 98.73% | 98.73% |