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% | 3.93 CHF | 3.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'977'120 CHF | 1'982'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'943'450 CHF | 1'948'450 CHF | 99.93% | 99.93% |
18.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'892'480 CHF | 1'897'480 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'911'870 CHF | 1'916'870 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'943'500 CHF | 1'948'500 CHF | 99.79% | 99.79% |
13.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'904'710 CHF | 1'909'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'918'020 CHF | 1'923'020 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'940'980 CHF | 1'945'980 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'011'660 CHF | 2'016'660 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'023'410 CHF | 2'028'410 CHF | 100.00% | 100.00% |