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% | 3.92 CHF | 3.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 802'490 CHF | 804'490 CHF | 99.00% | 99.00% |
19.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 784'026 CHF | 786'026 CHF | 97.62% | 97.62% |
18.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 603'729 CHF | 605'229 CHF | 99.10% | 99.10% |
15.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 633'098 CHF | 634'598 CHF | 97.89% | 97.89% |
14.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 663'371 CHF | 664'871 CHF | 94.67% | 94.67% |
13.11.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 631'545 CHF | 633'045 CHF | 99.14% | 99.14% |
12.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 617'825 CHF | 619'325 CHF | 99.13% | 99.13% |
11.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 626'042 CHF | 627'542 CHF | 99.34% | 99.34% |
08.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 624'927 CHF | 626'427 CHF | 99.42% | 99.42% |
07.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 617'196 CHF | 618'696 CHF | 99.31% | 99.31% |