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 | 0.21% | 4.68 CHF | 4.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'398'240 CHF | 467'082 CHF | 98.95% | 98.95% |
19.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'392'670 CHF | 465'225 CHF | 90.65% | 90.65% |
18.11.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'397'310 CHF | 466'769 CHF | 96.89% | 96.89% |
15.11.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'394'230 CHF | 465'743 CHF | 98.31% | 98.31% |
14.11.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'395'560 CHF | 466'185 CHF | 98.11% | 98.11% |
13.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'390'220 CHF | 464'407 CHF | 96.05% | 96.05% |
12.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'359'570 CHF | 454'191 CHF | 95.02% | 95.02% |
11.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'278'420 CHF | 427'140 CHF | 98.43% | 98.43% |
08.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'292'490 CHF | 431'829 CHF | 93.15% | 93.15% |
07.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'285'300 CHF | 429'434 CHF | 98.30% | 98.30% |