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 | 0.33% | 4.61 CHF | 4.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'793 CHF | 230'543 CHF | 14.13% | 100.00% |
19.11.2024 | 0.32% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'164 CHF | 229'900 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 4.49 CHF | 4.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'067 CHF | 220'818 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 4.22 CHF | 4.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'243 CHF | 209'997 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 4.15 CHF | 4.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'156 CHF | 201'908 CHF | 99.56% | 99.56% |
13.11.2024 | 0.38% | 4.12 CHF | 4.14 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 204'206 CHF | 204'979 CHF | 99.32% | 99.32% |
12.11.2024 | 0.44% | 4.05 CHF | 4.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'277 CHF | 209'187 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 4.30 CHF | 4.31 CHF | 50'000 | 50'000 | 41'256 | 41'256 | 179'391 CHF | 180'163 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 3.90 CHF | 3.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'015 CHF | 195'881 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 4.01 CHF | 4.03 CHF | 50'000 | 50'000 | 35'694 | 35'694 | 143'691 CHF | 144'426 CHF | 97.53% | 97.53% |