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 | 0.30% | 4.32 CHF | 4.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'220 CHF | 219'883 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 4.14 CHF | 4.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'483 CHF | 206'159 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 4.18 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'245 CHF | 207'895 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 4.17 CHF | 4.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'316 CHF | 210'961 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'000 CHF | 213'662 CHF | 99.52% | 99.52% |
13.11.2024 | 0.33% | 4.30 CHF | 4.32 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 213'629 CHF | 214'323 CHF | 99.32% | 99.32% |
12.11.2024 | 0.32% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'951 CHF | 222'669 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 4.55 CHF | 4.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'638 CHF | 228'332 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'853 CHF | 220'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 4.42 CHF | 4.43 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 215'690 CHF | 216'371 CHF | 99.13% | 99.13% |