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% | 4.19 CHF | 4.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 253'182 CHF | 253'782 CHF | 99.43% | 99.43% |
19.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 251'307 CHF | 251'907 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 253'435 CHF | 254'035 CHF | 99.88% | 99.88% |
15.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 255'502 CHF | 256'102 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 60'000 | 60'000 | 62'731 | 62'731 | 250'245 CHF | 250'873 CHF | 98.60% | 98.60% |
13.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 256'961 CHF | 257'611 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 256'141 CHF | 256'791 CHF | 99.89% | 99.89% |
11.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 258'311 CHF | 258'961 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 254'082 CHF | 254'732 CHF | 99.05% | 99.05% |
07.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 65'000 | 65'000 | 64'057 | 64'057 | 253'651 CHF | 254'292 CHF | 100.00% | 100.00% |