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 | 0.24% | 4.07 CHF | 4.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'048'730 CHF | 410'747 CHF | 99.27% | 99.27% |
19.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'027'780 CHF | 406'555 CHF | 99.27% | 99.27% |
18.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'967'220 CHF | 394'444 CHF | 99.27% | 99.27% |
15.11.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'895'190 CHF | 380'038 CHF | 99.27% | 99.27% |
14.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'841'710 CHF | 369'342 CHF | 99.27% | 99.27% |
13.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'870'360 CHF | 375'072 CHF | 99.27% | 99.27% |
12.11.2024 | 0.26% | 3.70 CHF | 3.71 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'888'780 CHF | 378'756 CHF | 99.25% | 99.25% |
11.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'952'070 CHF | 391'415 CHF | 99.27% | 99.27% |
08.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'800'970 CHF | 361'194 CHF | 99.26% | 99.26% |
07.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'804'510 CHF | 361'902 CHF | 1.12% | 1.12% |