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 | 0.23% | 4.23 CHF | 4.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 321'637 CHF | 322'387 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 318'468 CHF | 319'218 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 317'575 CHF | 318'325 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 314'361 CHF | 315'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 307'145 CHF | 307'895 CHF | 99.57% | 99.57% |
13.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 298'339 CHF | 299'093 CHF | 99.32% | 99.32% |
12.11.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 300'118 CHF | 300'868 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 307'604 CHF | 308'354 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 298'762 CHF | 299'512 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 4.09 CHF | 4.10 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 302'642 CHF | 303'405 CHF | 99.13% | 99.13% |