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 | 25'000 | 25'000 | 25'000 | 25'000 | 109'452 CHF | 109'702 CHF | 99.97% | 99.97% |
19.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'289 CHF | 107'539 CHF | 99.80% | 99.80% |
18.11.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 111'855 CHF | 112'105 CHF | 99.91% | 99.91% |
15.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'810 CHF | 114'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'051 CHF | 108'301 CHF | 99.53% | 99.53% |
13.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'800 CHF | 106'050 CHF | 99.96% | 99.96% |
12.11.2024 | 0.22% | 4.25 CHF | 4.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 112'358 CHF | 112'608 CHF | 99.81% | 99.81% |
11.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 116'425 CHF | 116'675 CHF | 99.81% | 99.81% |
08.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 110'950 CHF | 111'200 CHF | 99.88% | 99.88% |
07.11.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'238 CHF | 106'488 CHF | 99.91% | 99.91% |