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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05.11.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 450'000 | 450'000 | 449'984 | 449'988 | 2'279'390 CHF | 2'283'910 CHF | 99.55% | 99.55% |
04.11.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 450'000 | 450'000 | 450'000 | 449'999 | 2'226'220 CHF | 2'230'720 CHF | 100.00% | 100.00% |
01.11.2024 | 0.20% | 4.82 CHF | 4.83 CHF | 450'000 | 450'000 | 449'999 | 449'998 | 2'251'020 CHF | 2'255'520 CHF | 100.00% | 100.00% |
31.10.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 450'000 | 450'000 | 449'999 | 449'986 | 2'276'890 CHF | 2'281'320 CHF | 100.00% | 100.00% |
30.10.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'144'360 CHF | 2'148'860 CHF | 100.00% | 100.00% |
29.10.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'123'740 CHF | 2'128'240 CHF | 99.99% | 99.99% |
28.10.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'111'770 CHF | 2'116'270 CHF | 100.00% | 100.00% |
25.10.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'062'800 CHF | 2'067'300 CHF | 100.00% | 100.00% |
24.10.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 2'065'920 CHF | 2'070'420 CHF | 99.57% | 99.57% |
23.10.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'963'150 CHF | 1'967'650 CHF | 100.00% | 100.00% |