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 | 0.23% | 4.28 CHF | 4.29 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 425'636 CHF | 213'318 CHF | 98.53% | 98.53% |
19.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 416'336 CHF | 208'668 CHF | 97.18% | 97.18% |
18.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 410'424 CHF | 205'712 CHF | 95.59% | 95.59% |
15.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 409'986 CHF | 205'493 CHF | 95.85% | 95.85% |
14.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 412'261 CHF | 206'630 CHF | 98.70% | 98.70% |
13.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 411'874 CHF | 206'437 CHF | 95.57% | 95.57% |
12.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 403'038 CHF | 202'019 CHF | 96.42% | 96.42% |
11.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 404'880 CHF | 202'940 CHF | 97.96% | 97.96% |
08.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 405'260 CHF | 203'130 CHF | 93.02% | 93.02% |
07.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 403'063 CHF | 202'032 CHF | 97.69% | 97.69% |