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% | 4.63 CHF | 4.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'325'870 CHF | 2'330'870 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'290'890 CHF | 2'295'890 CHF | 99.66% | 99.66% |
18.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'241'470 CHF | 2'246'470 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'261'340 CHF | 2'266'340 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'293'400 CHF | 2'298'400 CHF | 99.79% | 99.79% |
13.11.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'251'980 CHF | 2'256'980 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'264'300 CHF | 2'269'300 CHF | 100.00% | 100.00% |
11.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'287'110 CHF | 2'292'110 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'354'550 CHF | 2'359'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'367'170 CHF | 2'372'170 CHF | 100.00% | 100.00% |