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 | 0.21% | 4.92 CHF | 4.93 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 764'409 CHF | 766'009 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 761'326 CHF | 762'926 CHF | 100.00% | 100.00% |
18.11.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 718'275 CHF | 719'875 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 679'166 CHF | 680'766 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 660'898 CHF | 662'498 CHF | 99.91% | 99.91% |
13.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 732'177 CHF | 733'777 CHF | 100.00% | 100.00% |
12.11.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 722'803 CHF | 724'403 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 4.63 CHF | 4.64 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 791'019 CHF | 792'619 CHF | 100.00% | 100.00% |
08.11.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 839'518 CHF | 841'118 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 5.31 CHF | 5.32 CHF | 160'000 | 160'000 | 159'874 | 159'874 | 820'109 CHF | 821'709 CHF | 100.00% | 100.00% |