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 | 0.28% | 4.47 CHF | 4.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'584 CHF | 227'220 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'851 CHF | 213'483 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 4.33 CHF | 4.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'583 CHF | 215'245 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 4.31 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'647 CHF | 218'316 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 4.39 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'344 CHF | 221'000 CHF | 99.52% | 99.52% |
13.11.2024 | 0.32% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 220'908 CHF | 221'615 CHF | 99.32% | 99.32% |
12.11.2024 | 0.30% | 4.46 CHF | 4.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'322 CHF | 230'018 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 4.70 CHF | 4.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'003 CHF | 235'638 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'222 CHF | 227'853 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 4.57 CHF | 4.58 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 222'826 CHF | 223'541 CHF | 99.13% | 99.13% |