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% | 4.39 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'828 CHF | 223'490 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 4.21 CHF | 4.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'158 CHF | 209'793 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'855 CHF | 211'492 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 4.24 CHF | 4.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'927 CHF | 214'613 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'603 CHF | 217'291 CHF | 99.52% | 99.52% |
13.11.2024 | 0.29% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 49'441 | 49'441 | 217'254 CHF | 217'886 CHF | 99.32% | 99.32% |
12.11.2024 | 0.28% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'630 CHF | 226'263 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 4.62 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'243 CHF | 231'931 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 4.50 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'435 CHF | 224'141 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 4.49 CHF | 4.51 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 219'239 CHF | 219'862 CHF | 99.13% | 99.13% |