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% | 3.73 CHF | 3.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'145'230 CHF | 382'742 CHF | 91.43% | 91.43% |
19.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'130'420 CHF | 377'806 CHF | 99.42% | 99.42% |
18.11.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'119'960 CHF | 374'322 CHF | 97.70% | 97.70% |
15.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'122'760 CHF | 375'254 CHF | 99.43% | 99.43% |
14.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'166'450 CHF | 389'817 CHF | 99.42% | 99.42% |
13.11.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'191'850 CHF | 398'282 CHF | 94.76% | 94.76% |
12.11.2024 | 0.24% | 4.01 CHF | 4.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'229'610 CHF | 410'869 CHF | 89.35% | 89.35% |
11.11.2024 | 0.35% | 4.14 CHF | 4.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'244'930 CHF | 416'449 CHF | 98.96% | 98.96% |
08.11.2024 | 0.36% | 4.22 CHF | 4.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'264'220 CHF | 422'905 CHF | 93.77% | 93.77% |
07.11.2024 | 0.37% | 4.16 CHF | 4.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'230'080 CHF | 411'527 CHF | 98.68% | 98.68% |