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% | 4.33 CHF | 4.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'175'810 CHF | 2'180'810 CHF | 100.00% | 100.00% |
19.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'141'700 CHF | 2'146'700 CHF | 99.65% | 99.65% |
18.11.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'091'540 CHF | 2'096'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'111'220 CHF | 2'116'220 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'143'120 CHF | 2'148'120 CHF | 99.79% | 99.79% |
13.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'102'720 CHF | 2'107'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'115'850 CHF | 2'120'850 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'138'400 CHF | 2'143'400 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'207'460 CHF | 2'212'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'219'780 CHF | 2'224'780 CHF | 100.00% | 100.00% |