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% | 4.60 CHF | 4.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'380'400 CHF | 1'383'400 CHF | 99.40% | 99.40% |
19.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'378'100 CHF | 1'381'100 CHF | 99.33% | 99.33% |
18.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 572'015 CHF | 573'265 CHF | 99.19% | 99.19% |
15.11.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 574'790 CHF | 576'040 CHF | 97.86% | 97.86% |
14.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 571'008 CHF | 572'258 CHF | 99.49% | 99.49% |
13.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 569'324 CHF | 570'574 CHF | 98.74% | 98.74% |
12.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 568'338 CHF | 569'588 CHF | 99.15% | 99.15% |
11.11.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 571'367 CHF | 572'617 CHF | 98.16% | 98.16% |
08.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 573'222 CHF | 574'472 CHF | 99.46% | 99.46% |
07.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 574'657 CHF | 575'907 CHF | 99.37% | 99.37% |