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 | 0.26% | 3.85 CHF | 3.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'938'910 CHF | 388'783 CHF | 99.27% | 99.27% |
19.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'898'810 CHF | 380'761 CHF | 99.27% | 99.27% |
18.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'908'400 CHF | 382'681 CHF | 99.27% | 99.27% |
15.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'861'330 CHF | 373'267 CHF | 99.27% | 99.27% |
14.11.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'865'140 CHF | 374'029 CHF | 99.27% | 99.27% |
13.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'915'240 CHF | 384'047 CHF | 99.27% | 99.27% |
12.11.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'893'880 CHF | 379'776 CHF | 99.25% | 99.25% |
11.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'947'510 CHF | 390'502 CHF | 99.27% | 99.27% |
08.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'936'520 CHF | 388'305 CHF | 99.25% | 99.25% |
07.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'993'340 CHF | 399'667 CHF | 1.12% | 1.12% |