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% | 4.08 CHF | 4.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 317'370 CHF | 318'120 CHF | 99.91% | 99.91% |
19.11.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 305'863 CHF | 306'613 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 317'829 CHF | 318'579 CHF | 98.93% | 98.93% |
15.11.2024 | 0.23% | 4.15 CHF | 4.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 326'657 CHF | 327'407 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 343'171 CHF | 343'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 339'805 CHF | 340'555 CHF | 99.87% | 99.87% |
12.11.2024 | 0.20% | 4.77 CHF | 4.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 368'081 CHF | 368'831 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 378'954 CHF | 379'704 CHF | 100.00% | 100.00% |
08.11.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 356'926 CHF | 357'676 CHF | 100.00% | 100.00% |
07.11.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 364'302 CHF | 365'052 CHF | 99.67% | 99.67% |