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% | 4.21 CHF | 4.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'117'440 CHF | 2'122'440 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'082'980 CHF | 2'087'980 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'032'680 CHF | 2'037'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'052'250 CHF | 2'057'250 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'084'030 CHF | 2'089'030 CHF | 99.79% | 99.79% |
13.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'044'690 CHF | 2'049'690 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'057'440 CHF | 2'062'440 CHF | 100.00% | 100.00% |
11.11.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'080'010 CHF | 2'085'010 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'149'520 CHF | 2'154'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'161'600 CHF | 2'166'600 CHF | 100.00% | 100.00% |