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% | 4.47 CHF | 4.48 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'117'300 CHF | 335'939 CHF | 98.31% | 98.31% |
19.11.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'094'080 CHF | 328'974 CHF | 98.65% | 98.65% |
18.11.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'115'650 CHF | 335'446 CHF | 95.01% | 95.01% |
15.11.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'107'400 CHF | 332'972 CHF | 99.39% | 99.39% |
14.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'071'320 CHF | 322'145 CHF | 95.89% | 95.89% |
13.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'051'070 CHF | 316'072 CHF | 96.80% | 96.80% |
12.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'054'370 CHF | 317'061 CHF | 89.44% | 89.44% |
11.11.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 1'012'020 CHF | 304'357 CHF | 98.89% | 98.89% |
08.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 962'062 CHF | 289'369 CHF | 93.39% | 93.39% |
07.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 921'239 CHF | 277'122 CHF | 84.76% | 84.76% |