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% | 4.13 CHF | 4.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 312'856 CHF | 313'606 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 299'123 CHF | 299'873 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 300'811 CHF | 301'561 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 303'876 CHF | 304'626 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 306'544 CHF | 307'294 CHF | 99.52% | 99.52% |
13.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 74'441 | 74'441 | 307'287 CHF | 308'038 CHF | 99.32% | 99.32% |
12.11.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 315'486 CHF | 316'236 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 321'181 CHF | 321'931 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 313'356 CHF | 314'106 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 75'000 | 75'000 | 73'703 | 73'703 | 309'411 CHF | 310'168 CHF | 99.13% | 99.13% |