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% | 4.51 CHF | 4.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'345'150 CHF | 449'382 CHF | 98.96% | 98.96% |
19.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'339'550 CHF | 447'518 CHF | 90.67% | 90.67% |
18.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'343'950 CHF | 448'982 CHF | 96.79% | 96.79% |
15.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'340'720 CHF | 447'906 CHF | 98.33% | 98.33% |
14.11.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'342'260 CHF | 448'419 CHF | 98.11% | 98.11% |
13.11.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'336'860 CHF | 446'619 CHF | 95.95% | 95.95% |
12.11.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'306'230 CHF | 436'408 CHF | 95.13% | 95.13% |
11.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'224'900 CHF | 409'301 CHF | 98.41% | 98.41% |
08.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'239'100 CHF | 414'033 CHF | 93.17% | 93.17% |
07.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'231'530 CHF | 411'510 CHF | 98.28% | 98.28% |