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% | 4.32 CHF | 4.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'288'660 CHF | 430'553 CHF | 98.95% | 98.95% |
19.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'282'950 CHF | 428'651 CHF | 90.65% | 90.65% |
18.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'287'210 CHF | 430'071 CHF | 96.88% | 96.88% |
15.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'283'810 CHF | 428'938 CHF | 98.32% | 98.32% |
14.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'285'480 CHF | 429'494 CHF | 98.11% | 98.11% |
13.11.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'280'010 CHF | 427'671 CHF | 96.11% | 96.11% |
12.11.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'249'420 CHF | 417'473 CHF | 95.03% | 95.03% |
11.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'168'050 CHF | 390'349 CHF | 98.40% | 98.40% |
08.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'182'140 CHF | 395'045 CHF | 93.17% | 93.17% |
07.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'174'350 CHF | 392'450 CHF | 98.31% | 98.31% |