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% | 4.46 CHF | 4.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 221'257 CHF | 221'757 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'457 CHF | 230'957 CHF | 99.90% | 99.90% |
18.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'075 CHF | 226'575 CHF | 99.90% | 99.90% |
15.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'468 CHF | 223'968 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'071 CHF | 217'571 CHF | 100.00% | 100.00% |
13.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'794 CHF | 220'294 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'877 CHF | 197'377 CHF | 99.71% | 99.71% |
11.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'249 CHF | 191'749 CHF | 99.90% | 99.90% |
08.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'517 CHF | 205'017 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'998 CHF | 198'498 CHF | 99.91% | 99.91% |