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 | 0.24% | 4.12 CHF | 4.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 249'132 CHF | 249'732 CHF | 99.48% | 99.48% |
19.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 247'448 CHF | 248'048 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 249'556 CHF | 250'156 CHF | 99.89% | 99.89% |
15.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 251'458 CHF | 252'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 60'000 | 60'000 | 62'733 | 62'733 | 246'119 CHF | 246'746 CHF | 98.58% | 98.58% |
13.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 252'696 CHF | 253'346 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 251'935 CHF | 252'585 CHF | 99.88% | 99.88% |
11.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 254'102 CHF | 254'752 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 249'955 CHF | 250'605 CHF | 99.04% | 99.04% |
07.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 65'000 | 65'000 | 64'057 | 64'057 | 249'527 CHF | 250'168 CHF | 100.00% | 100.00% |