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% | 4.34 CHF | 4.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 869'194 CHF | 871'194 CHF | 99.81% | 99.81% |
19.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 859'132 CHF | 861'132 CHF | 99.72% | 99.72% |
18.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 861'840 CHF | 863'840 CHF | 99.71% | 99.71% |
15.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 863'669 CHF | 865'669 CHF | 99.81% | 99.81% |
14.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 866'966 CHF | 868'966 CHF | 99.81% | 99.81% |
13.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 867'330 CHF | 869'330 CHF | 99.81% | 99.81% |
12.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 863'731 CHF | 865'731 CHF | 99.51% | 99.51% |
11.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 863'865 CHF | 865'865 CHF | 99.72% | 99.72% |
08.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 863'541 CHF | 865'541 CHF | 99.81% | 99.81% |
07.11.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 869'454 CHF | 871'454 CHF | 95.69% | 95.69% |