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% | 4.16 CHF | 4.17 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 945'841 CHF | 316'030 CHF | 99.41% | 99.41% |
19.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 910'214 CHF | 304'155 CHF | 96.69% | 96.69% |
18.11.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 994'095 CHF | 332'115 CHF | 97.61% | 97.61% |
15.11.2024 | 0.21% | 4.60 CHF | 4.61 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 709'827 CHF | 237'109 CHF | 96.55% | 96.55% |
14.11.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 706'500 CHF | 236'000 CHF | 99.39% | 99.39% |
13.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 689'263 CHF | 230'254 CHF | 99.39% | 99.39% |
12.11.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 691'360 CHF | 230'953 CHF | 99.36% | 99.36% |
11.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 684'726 CHF | 228'742 CHF | 99.36% | 99.36% |
08.11.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 666'157 CHF | 222'552 CHF | 99.30% | 99.30% |
07.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 687'575 CHF | 229'692 CHF | 98.70% | 98.70% |