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 | 0.24% | 3.99 CHF | 4.00 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'427'400 CHF | 613'241 CHF | 99.43% | 99.43% |
19.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'394'930 CHF | 599'328 CHF | 99.41% | 99.41% |
18.11.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'431'790 CHF | 615'123 CHF | 97.70% | 97.70% |
15.11.2024 | 0.23% | 4.11 CHF | 4.12 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'500'320 CHF | 644'495 CHF | 99.43% | 99.43% |
14.11.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'570'470 CHF | 674'556 CHF | 99.43% | 99.43% |
13.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'495'670 CHF | 642'500 CHF | 96.92% | 96.92% |
12.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'464'710 CHF | 629'232 CHF | 96.86% | 96.86% |
11.11.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'483'330 CHF | 637'213 CHF | 99.44% | 99.44% |
08.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'481'200 CHF | 636'299 CHF | 99.36% | 99.36% |
07.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'462'100 CHF | 628'116 CHF | 98.68% | 98.68% |