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% | 4.38 CHF | 4.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 894'140 CHF | 896'140 CHF | 98.88% | 98.88% |
19.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 875'323 CHF | 877'323 CHF | 97.58% | 97.58% |
18.11.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 672'523 CHF | 674'023 CHF | 99.36% | 99.36% |
15.11.2024 | 0.21% | 4.50 CHF | 4.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 701'936 CHF | 703'436 CHF | 97.88% | 97.88% |
14.11.2024 | 0.20% | 4.79 CHF | 4.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 732'297 CHF | 733'797 CHF | 94.69% | 94.69% |
13.11.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 700'014 CHF | 701'514 CHF | 99.20% | 99.20% |
12.11.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 686'211 CHF | 687'711 CHF | 99.19% | 99.19% |
11.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 694'175 CHF | 695'675 CHF | 99.38% | 99.38% |
08.11.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 692'463 CHF | 693'963 CHF | 99.46% | 99.46% |
07.11.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 684'964 CHF | 686'464 CHF | 99.26% | 99.26% |