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 | 0.21% | 4.71 CHF | 4.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 699'933 CHF | 701'433 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 719'737 CHF | 721'237 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 693'430 CHF | 694'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 675'622 CHF | 677'122 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 640'703 CHF | 642'203 CHF | 99.79% | 99.79% |
13.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 693'469 CHF | 694'969 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 665'420 CHF | 666'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.43 CHF | 4.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 704'288 CHF | 705'788 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 728'915 CHF | 730'415 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 150'000 | 150'000 | 149'996 | 149'996 | 720'748 CHF | 722'248 CHF | 99.48% | 99.48% |