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 | 0.28% | 3.41 CHF | 3.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 706'710 CHF | 708'710 CHF | 96.54% | 96.54% |
19.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 680'718 CHF | 682'718 CHF | 99.39% | 99.39% |
18.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 715'744 CHF | 717'744 CHF | 98.57% | 98.57% |
15.11.2024 | 0.27% | 3.59 CHF | 3.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 739'220 CHF | 741'220 CHF | 99.37% | 99.37% |
14.11.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 765'500 CHF | 767'500 CHF | 99.49% | 99.49% |
13.11.2024 | 0.29% | 3.75 CHF | 3.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 744'360 CHF | 746'491 CHF | 99.09% | 99.09% |
12.11.2024 | 0.25% | 3.77 CHF | 3.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 791'655 CHF | 793'655 CHF | 99.18% | 99.18% |
11.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 845'552 CHF | 847'552 CHF | 99.34% | 99.34% |
08.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 808'282 CHF | 810'282 CHF | 96.27% | 96.27% |
07.11.2024 | 0.25% | 4.25 CHF | 4.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 857'852 CHF | 859'983 CHF | 99.13% | 99.13% |