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% | 4.80 CHF | 4.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 364'109 CHF | 364'859 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 361'044 CHF | 361'794 CHF | 100.00% | 100.00% |
18.11.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 360'032 CHF | 360'782 CHF | 100.00% | 100.00% |
15.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 356'837 CHF | 357'587 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 349'614 CHF | 350'364 CHF | 99.57% | 99.57% |
13.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 340'484 CHF | 341'235 CHF | 99.32% | 99.32% |
12.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 342'594 CHF | 343'344 CHF | 100.00% | 100.00% |
11.11.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 350'020 CHF | 350'770 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 341'226 CHF | 341'976 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 344'376 CHF | 345'139 CHF | 99.13% | 99.13% |