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 | 0.20% | 4.85 CHF | 4.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'334 CHF | 246'834 CHF | 99.37% | 99.37% |
19.11.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 237'612 CHF | 238'112 CHF | 99.25% | 99.25% |
18.11.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'408 CHF | 253'908 CHF | 99.30% | 99.30% |
15.11.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'780 CHF | 254'280 CHF | 99.38% | 99.38% |
14.11.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 248'641 CHF | 249'141 CHF | 99.36% | 99.36% |
13.11.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 238'025 CHF | 238'525 CHF | 99.39% | 99.39% |
12.11.2024 | 0.25% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'330 CHF | 197'830 CHF | 99.08% | 99.08% |
11.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'309 CHF | 197'809 CHF | 99.30% | 99.30% |
08.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'770 CHF | 182'270 CHF | 99.38% | 99.38% |
07.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'853 CHF | 176'353 CHF | 99.25% | 99.25% |