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% | 4.04 CHF | 4.05 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 919'466 CHF | 204'826 CHF | 99.37% | 99.37% |
19.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 893'914 CHF | 199'148 CHF | 99.37% | 99.37% |
18.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 889'783 CHF | 198'229 CHF | 99.26% | 99.26% |
15.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 875'069 CHF | 194'960 CHF | 98.76% | 98.76% |
14.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 947'666 CHF | 211'093 CHF | 99.37% | 99.37% |
13.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 941'285 CHF | 209'674 CHF | 99.37% | 99.37% |
12.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 948'261 CHF | 211'225 CHF | 99.38% | 99.38% |
11.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 936'617 CHF | 208'637 CHF | 99.38% | 99.38% |
08.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 895'329 CHF | 199'462 CHF | 99.38% | 99.38% |
07.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 878'958 CHF | 195'824 CHF | 98.37% | 98.37% |