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% | 4.16 CHF | 4.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 250'546 CHF | 251'146 CHF | 99.73% | 99.73% |
19.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 248'642 CHF | 249'242 CHF | 99.84% | 99.84% |
18.11.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 243'286 CHF | 243'886 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 236'714 CHF | 237'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 231'938 CHF | 232'538 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 234'518 CHF | 235'118 CHF | 99.95% | 99.95% |
12.11.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 236'103 CHF | 236'703 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 241'750 CHF | 242'350 CHF | 99.67% | 99.67% |
08.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 228'153 CHF | 228'753 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 231'558 CHF | 232'158 CHF | 99.70% | 99.70% |