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 | 0.21% | 4.72 CHF | 4.73 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 190'987 CHF | 191'387 CHF | 99.39% | 99.39% |
19.11.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 187'104 CHF | 187'504 CHF | 99.31% | 99.31% |
18.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'064 CHF | 94'264 CHF | 99.25% | 99.25% |
15.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'153 CHF | 94'353 CHF | 99.38% | 99.38% |
14.11.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 92'537 CHF | 92'737 CHF | 99.36% | 99.36% |
13.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 92'279 CHF | 92'479 CHF | 99.36% | 99.36% |
12.11.2024 | 0.21% | 4.60 CHF | 4.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'480 CHF | 94'680 CHF | 99.10% | 99.10% |
11.11.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 97'779 CHF | 97'979 CHF | 99.31% | 99.31% |
08.11.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'001 CHF | 94'201 CHF | 99.39% | 99.39% |
07.11.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 94'294 CHF | 94'494 CHF | 99.25% | 99.25% |