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 | 0.25% | 4.06 CHF | 4.07 CHF | 75'000 | 75'000 | 74'375 | 74'375 | 303'365 CHF | 304'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 76'000 | 76'000 | 75'227 | 75'227 | 301'686 CHF | 302'440 CHF | 98.72% | 98.72% |
18.11.2024 | 0.26% | 4.02 CHF | 4.03 CHF | 76'000 | 76'000 | 76'922 | 76'922 | 300'598 CHF | 301'368 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 77'000 | 77'000 | 77'460 | 77'460 | 305'454 CHF | 306'229 CHF | 70.78% | 70.78% |
14.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 76'000 | 76'000 | 75'600 | 75'600 | 303'073 CHF | 303'830 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 77'000 | 77'000 | 76'530 | 76'530 | 300'892 CHF | 301'658 CHF | 99.70% | 99.70% |
12.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 78'000 | 78'000 | 76'334 | 76'334 | 301'634 CHF | 302'398 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 78'000 | 78'000 | 75'886 | 75'886 | 303'537 CHF | 304'297 CHF | 100.00% | 100.00% |
08.11.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 76'000 | 76'000 | 74'445 | 74'445 | 307'995 CHF | 308'740 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 74'000 | 74'000 | 74'371 | 74'371 | 309'466 CHF | 310'210 CHF | 100.00% | 100.00% |