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 | 0.22% | 4.59 CHF | 4.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'828 CHF | 114'078 CHF | 99.73% | 99.73% |
19.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'709 CHF | 113'959 CHF | 99.83% | 99.83% |
18.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'065 CHF | 112'315 CHF | 100.00% | 100.00% |
15.11.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 110'951 CHF | 111'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 110'783 CHF | 111'033 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 111'774 CHF | 112'024 CHF | 99.94% | 99.94% |
12.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 110'896 CHF | 111'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'606 CHF | 108'856 CHF | 99.67% | 99.67% |
08.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'883 CHF | 109'133 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'333 CHF | 106'583 CHF | 99.68% | 99.68% |