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% | 3.94 CHF | 3.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 811'499 CHF | 813'499 CHF | 96.53% | 96.53% |
19.11.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 785'463 CHF | 787'463 CHF | 99.41% | 99.41% |
18.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 820'506 CHF | 822'506 CHF | 98.57% | 98.57% |
15.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 843'959 CHF | 845'959 CHF | 99.65% | 99.65% |
14.11.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 870'089 CHF | 872'089 CHF | 99.49% | 99.49% |
13.11.2024 | 0.25% | 4.27 CHF | 4.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 849'003 CHF | 851'134 CHF | 99.08% | 99.08% |
12.11.2024 | 0.22% | 4.29 CHF | 4.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 896'214 CHF | 898'214 CHF | 99.18% | 99.18% |
11.11.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 950'215 CHF | 952'215 CHF | 99.34% | 99.34% |
08.11.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 912'965 CHF | 914'965 CHF | 96.27% | 96.27% |
07.11.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 962'485 CHF | 964'616 CHF | 99.13% | 99.13% |