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% | 4.73 CHF | 4.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'376'770 CHF | 2'381'770 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'341'610 CHF | 2'346'610 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'292'920 CHF | 2'297'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'312'390 CHF | 2'317'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'344'590 CHF | 2'349'590 CHF | 99.79% | 99.79% |
13.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'303'230 CHF | 2'308'230 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'315'450 CHF | 2'320'450 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'337'620 CHF | 2'342'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'405'090 CHF | 2'410'090 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'417'970 CHF | 2'422'970 CHF | 100.00% | 100.00% |