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% | 4.46 CHF | 4.47 CHF | 193'000 | 193'000 | 61'682 | 61'682 | 274'843 CHF | 275'464 CHF | 99.90% | 99.90% |
19.11.2024 | 0.25% | 4.24 CHF | 4.25 CHF | 199'000 | 199'000 | 63'551 | 63'551 | 265'950 CHF | 266'586 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 4.15 CHF | 4.16 CHF | 200'000 | 200'000 | 63'768 | 63'768 | 255'700 CHF | 256'338 CHF | 99.87% | 99.87% |
15.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 210'000 | 210'000 | 65'017 | 65'017 | 261'437 CHF | 262'088 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 200'000 | 200'000 | 63'771 | 63'771 | 262'490 CHF | 263'128 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 4.04 CHF | 4.05 CHF | 200'000 | 200'000 | 66'063 | 66'063 | 264'153 CHF | 264'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 210'000 | 210'000 | 66'991 | 66'991 | 258'297 CHF | 258'967 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 210'000 | 210'000 | 67'005 | 67'005 | 251'746 CHF | 252'417 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 220'000 | 220'000 | 69'714 | 69'714 | 257'044 CHF | 257'742 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.64 CHF | 3.65 CHF | 220'000 | 220'000 | 70'132 | 70'132 | 251'907 CHF | 252'610 CHF | 100.00% | 100.00% |