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% | 3.85 CHF | 3.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'967'680 CHF | 394'537 CHF | 99.27% | 99.27% |
19.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'934'740 CHF | 387'948 CHF | 99.27% | 99.27% |
18.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'019'420 CHF | 404'884 CHF | 99.27% | 99.27% |
15.11.2024 | 0.24% | 4.01 CHF | 4.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'044'330 CHF | 409'866 CHF | 99.27% | 99.27% |
14.11.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'973'580 CHF | 395'716 CHF | 99.27% | 99.27% |
13.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'864'650 CHF | 373'930 CHF | 99.27% | 99.27% |
12.11.2024 | 0.26% | 3.60 CHF | 3.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'898'560 CHF | 380'713 CHF | 99.25% | 99.25% |
11.11.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'053'670 CHF | 411'732 CHF | 99.27% | 99.27% |
08.11.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'082'500 CHF | 417'499 CHF | 99.25% | 99.25% |
07.11.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'241'350 CHF | 449'270 CHF | 1.12% | 1.12% |