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 | 0.25% | 3.99 CHF | 4.00 CHF | 185'000 | 185'000 | 184'236 | 184'236 | 741'310 CHF | 743'153 CHF | 99.89% | 99.89% |
19.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 185'000 | 185'000 | 185'029 | 185'029 | 736'867 CHF | 738'717 CHF | 99.53% | 99.53% |
18.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 736'487 CHF | 738'337 CHF | 99.95% | 99.95% |
15.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 737'120 CHF | 738'962 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 185'000 | 185'000 | 184'229 | 184'229 | 742'324 CHF | 744'166 CHF | 98.82% | 98.82% |
13.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 190'000 | 190'000 | 189'328 | 189'328 | 731'160 CHF | 733'053 CHF | 99.58% | 99.58% |
12.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 190'000 | 190'000 | 187'772 | 187'772 | 740'278 CHF | 742'156 CHF | 99.87% | 99.87% |
11.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 737'995 CHF | 739'837 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 185'000 | 185'000 | 185'837 | 185'837 | 737'175 CHF | 739'033 CHF | 99.17% | 99.17% |
07.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 190'000 | 190'000 | 188'349 | 188'349 | 741'970 CHF | 743'854 CHF | 99.74% | 99.74% |