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 | 0.35% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 282'202 CHF | 283'202 CHF | 99.46% | 99.46% |
19.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 286'647 CHF | 287'647 CHF | 22.74% | 22.74% |
18.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 355'170 CHF | 356'420 CHF | 92.09% | 92.09% |
15.11.2024 | 0.27% | 3.51 CHF | 3.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 460'740 CHF | 461'990 CHF | 94.35% | 94.35% |
14.11.2024 | 0.31% | 3.51 CHF | 3.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 406'478 CHF | 407'728 CHF | 89.74% | 89.74% |
13.11.2024 | 0.33% | 3.30 CHF | 3.31 CHF | 124'000 | 125'000 | 125'000 | 125'000 | 381'919 CHF | 383'169 CHF | 83.56% | 83.56% |
12.11.2024 | 0.36% | 2.92 CHF | 2.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 344'563 CHF | 345'813 CHF | 89.28% | 89.28% |
11.11.2024 | 0.35% | 2.54 CHF | 2.55 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 355'609 CHF | 356'859 CHF | 95.26% | 95.26% |
08.11.2024 | 0.25% | 3.60 CHF | 3.61 CHF | 125'000 | 124'000 | 125'000 | 125'000 | 494'582 CHF | 495'832 CHF | 88.40% | 88.40% |
07.11.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 530'265 CHF | 531'515 CHF | 99.28% | 99.28% |