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% | 4.08 CHF | 4.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 833'062 CHF | 835'062 CHF | 99.03% | 99.03% |
19.11.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 814'494 CHF | 816'494 CHF | 97.63% | 97.63% |
18.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 626'731 CHF | 628'231 CHF | 99.03% | 99.03% |
15.11.2024 | 0.23% | 4.20 CHF | 4.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 655'844 CHF | 657'344 CHF | 99.14% | 99.14% |
14.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 686'150 CHF | 687'650 CHF | 97.48% | 97.48% |
13.11.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 654'371 CHF | 655'871 CHF | 99.22% | 99.22% |
12.11.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 640'627 CHF | 642'127 CHF | 99.18% | 99.18% |
11.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 648'750 CHF | 650'250 CHF | 99.34% | 99.34% |
08.11.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 647'438 CHF | 648'938 CHF | 99.45% | 99.45% |
07.11.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 639'805 CHF | 641'305 CHF | 99.28% | 99.28% |