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 | 0.31% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 322'200 CHF | 323'200 CHF | 99.38% | 99.38% |
19.11.2024 | 0.29% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 338'889 CHF | 339'889 CHF | 99.14% | 99.14% |
18.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 404'584 CHF | 405'834 CHF | 98.48% | 98.48% |
15.11.2024 | 0.24% | 3.91 CHF | 3.92 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 512'242 CHF | 513'492 CHF | 97.70% | 97.70% |
14.11.2024 | 0.27% | 3.91 CHF | 3.92 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 459'679 CHF | 460'929 CHF | 99.44% | 99.44% |
13.11.2024 | 0.29% | 3.62 CHF | 3.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 433'161 CHF | 434'411 CHF | 87.44% | 87.44% |
12.11.2024 | 0.32% | 3.32 CHF | 3.33 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 395'885 CHF | 397'135 CHF | 97.95% | 97.95% |
11.11.2024 | 0.31% | 2.94 CHF | 2.95 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 405'071 CHF | 406'321 CHF | 99.00% | 99.00% |
08.11.2024 | 0.23% | 3.93 CHF | 3.94 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 538'220 CHF | 539'470 CHF | 99.46% | 99.46% |
07.11.2024 | 0.22% | 4.38 CHF | 4.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 579'660 CHF | 580'910 CHF | 97.78% | 97.78% |