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 | 0.26% | 4.04 CHF | 4.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 623'468 CHF | 625'068 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 620'788 CHF | 622'388 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 577'185 CHF | 578'785 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 537'915 CHF | 539'515 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 519'626 CHF | 521'226 CHF | 99.91% | 99.91% |
13.11.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 591'747 CHF | 593'347 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 582'579 CHF | 584'179 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 3.75 CHF | 3.76 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 651'149 CHF | 652'749 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 700'748 CHF | 702'348 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 160'000 | 160'000 | 159'900 | 159'900 | 681'178 CHF | 682'778 CHF | 100.00% | 100.00% |