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 | 0.23% | 4.34 CHF | 4.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'289'170 CHF | 430'723 CHF | 99.41% | 99.41% |
19.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'303'800 CHF | 435'600 CHF | 99.41% | 99.41% |
18.11.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'279'430 CHF | 427'478 CHF | 97.56% | 97.56% |
15.11.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'277'480 CHF | 426'828 CHF | 99.41% | 99.41% |
14.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'294'700 CHF | 432'566 CHF | 99.41% | 99.41% |
13.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'316'510 CHF | 439'838 CHF | 97.07% | 97.07% |
12.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'291'000 CHF | 431'334 CHF | 96.85% | 96.85% |
11.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'235'510 CHF | 412'836 CHF | 99.38% | 99.38% |
08.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'243'080 CHF | 415'359 CHF | 96.65% | 96.65% |
07.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'207'110 CHF | 403'368 CHF | 98.69% | 98.69% |