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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 760'590 CHF | 762'190 CHF | 100.00% | 100.00% |
20.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 662'611 CHF | 664'211 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 661'081 CHF | 662'681 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 617'601 CHF | 619'201 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 579'242 CHF | 580'842 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 562'342 CHF | 563'942 CHF | 99.91% | 99.91% |
13.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 631'040 CHF | 632'640 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 622'502 CHF | 624'102 CHF | 100.00% | 100.00% |
11.11.2024 | 0.23% | 4.00 CHF | 4.01 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 689'209 CHF | 690'809 CHF | 100.00% | 100.00% |
08.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 737'623 CHF | 739'223 CHF | 100.00% | 100.00% |