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 | 0.25% | 3.97 CHF | 3.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 301'720 CHF | 302'470 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 298'646 CHF | 299'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 297'639 CHF | 298'389 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 294'444 CHF | 295'194 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 287'236 CHF | 287'986 CHF | 99.57% | 99.57% |
13.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 278'696 CHF | 279'448 CHF | 99.32% | 99.32% |
12.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 280'205 CHF | 280'955 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 287'633 CHF | 288'383 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 278'976 CHF | 279'726 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 283'037 CHF | 283'800 CHF | 99.13% | 99.13% |