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 | 0.31% | 4.43 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'674 CHF | 225'383 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'983 CHF | 211'658 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'745 CHF | 213'395 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 4.28 CHF | 4.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'816 CHF | 216'461 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'500 CHF | 219'162 CHF | 99.52% | 99.52% |
13.11.2024 | 0.31% | 4.41 CHF | 4.43 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 219'067 CHF | 219'734 CHF | 99.32% | 99.32% |
12.11.2024 | 0.32% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 227'451 CHF | 228'169 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 233'138 CHF | 233'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 4.54 CHF | 4.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'323 CHF | 226'010 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 4.53 CHF | 4.54 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 221'046 CHF | 221'727 CHF | 99.13% | 99.13% |