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% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'652 CHF | 194'152 CHF | 99.45% | 99.45% |
19.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'000 CHF | 192'500 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'162 CHF | 197'662 CHF | 99.29% | 99.29% |
15.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 202'204 CHF | 202'704 CHF | 100.00% | 100.00% |
14.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'212 CHF | 208'712 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'812 CHF | 202'312 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 198'765 CHF | 199'265 CHF | 99.78% | 99.78% |
11.11.2024 | 0.27% | 3.87 CHF | 3.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'812 CHF | 188'312 CHF | 99.77% | 99.77% |
08.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'469 CHF | 183'969 CHF | 99.16% | 99.16% |
07.11.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'523 CHF | 184'023 CHF | 100.00% | 100.00% |