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 | 0.24% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 307'561 CHF | 308'311 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 304'509 CHF | 305'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 303'467 CHF | 304'217 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 300'269 CHF | 301'019 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 293'236 CHF | 293'986 CHF | 99.57% | 99.57% |
13.11.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 284'520 CHF | 285'274 CHF | 99.32% | 99.32% |
12.11.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 286'041 CHF | 286'791 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 293'633 CHF | 294'383 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 284'804 CHF | 285'554 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 288'786 CHF | 289'549 CHF | 99.13% | 99.13% |