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 | 0.22% | 4.62 CHF | 4.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 689'056 CHF | 690'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 700'970 CHF | 702'470 CHF | 99.91% | 99.91% |
18.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 342'605 CHF | 343'355 CHF | 99.90% | 99.90% |
15.11.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 340'978 CHF | 341'728 CHF | 100.00% | 100.00% |
14.11.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 347'619 CHF | 348'369 CHF | 99.99% | 99.99% |
13.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 355'572 CHF | 356'322 CHF | 100.00% | 100.00% |
12.11.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 354'919 CHF | 355'669 CHF | 99.72% | 99.72% |
11.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 340'265 CHF | 341'015 CHF | 99.88% | 99.88% |
08.11.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 338'558 CHF | 339'308 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 320'432 CHF | 321'182 CHF | 99.91% | 99.91% |