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% | 3.83 CHF | 3.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 492'936 CHF | 494'186 CHF | 99.46% | 99.46% |
19.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 475'956 CHF | 477'206 CHF | 97.03% | 97.03% |
18.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 471'733 CHF | 472'983 CHF | 99.35% | 99.35% |
15.11.2024 | 0.26% | 3.70 CHF | 3.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 479'033 CHF | 480'283 CHF | 99.48% | 99.48% |
14.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 503'008 CHF | 504'258 CHF | 99.47% | 99.47% |
13.11.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 511'735 CHF | 512'985 CHF | 99.32% | 99.32% |
12.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 507'414 CHF | 508'664 CHF | 99.16% | 99.16% |
11.11.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 499'630 CHF | 500'880 CHF | 99.38% | 99.38% |
08.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 501'190 CHF | 502'440 CHF | 99.49% | 99.49% |
07.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 492'180 CHF | 493'430 CHF | 99.31% | 99.31% |