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 | 0.22% | 4.56 CHF | 4.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 346'246 CHF | 346'996 CHF | 100.00% | 100.00% |
19.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 343'044 CHF | 343'794 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 342'032 CHF | 342'782 CHF | 100.00% | 100.00% |
15.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 338'837 CHF | 339'587 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 331'737 CHF | 332'487 CHF | 99.57% | 99.57% |
13.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 322'738 CHF | 323'491 CHF | 99.32% | 99.32% |
12.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 324'594 CHF | 325'344 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 332'020 CHF | 332'770 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 323'391 CHF | 324'141 CHF | 100.00% | 100.00% |
07.11.2024 | 0.24% | 4.41 CHF | 4.42 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 326'692 CHF | 327'455 CHF | 99.13% | 99.13% |