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 | 0.29% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'584 CHF | 217'220 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 4.09 CHF | 4.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'851 CHF | 203'483 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 4.13 CHF | 4.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'583 CHF | 205'245 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 4.11 CHF | 4.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'647 CHF | 208'316 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 4.19 CHF | 4.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'344 CHF | 211'000 CHF | 99.52% | 99.52% |
13.11.2024 | 0.34% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 211'021 CHF | 211'728 CHF | 99.32% | 99.32% |
12.11.2024 | 0.32% | 4.26 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'322 CHF | 220'018 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 4.50 CHF | 4.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'003 CHF | 225'703 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'222 CHF | 217'911 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 213'156 CHF | 213'802 CHF | 99.13% | 99.13% |