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% | 4.44 CHF | 4.45 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'586'200 CHF | 681'302 CHF | 99.43% | 99.43% |
19.11.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'553'370 CHF | 667'229 CHF | 99.41% | 99.41% |
18.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'590'780 CHF | 683'261 CHF | 97.70% | 97.70% |
15.11.2024 | 0.21% | 4.57 CHF | 4.58 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'659'500 CHF | 712'715 CHF | 99.43% | 99.43% |
14.11.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'729'680 CHF | 742'793 CHF | 99.43% | 99.43% |
13.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'653'900 CHF | 710'314 CHF | 97.09% | 97.09% |
12.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'622'580 CHF | 696'893 CHF | 96.92% | 96.92% |
11.11.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'640'800 CHF | 704'701 CHF | 99.43% | 99.43% |
08.11.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'637'470 CHF | 703'274 CHF | 99.36% | 99.36% |
07.11.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'618'800 CHF | 695'269 CHF | 98.66% | 98.66% |