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 | 0.27% | 3.60 CHF | 3.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 738'871 CHF | 740'871 CHF | 99.14% | 99.14% |
19.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 720'564 CHF | 722'564 CHF | 98.87% | 98.87% |
18.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 556'009 CHF | 557'509 CHF | 98.94% | 98.94% |
15.11.2024 | 0.26% | 3.73 CHF | 3.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 585'298 CHF | 586'798 CHF | 97.86% | 97.86% |
14.11.2024 | 0.24% | 4.01 CHF | 4.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 615'321 CHF | 616'821 CHF | 97.92% | 97.92% |
13.11.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 584'056 CHF | 585'556 CHF | 98.90% | 98.90% |
12.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 570'462 CHF | 571'962 CHF | 99.15% | 99.15% |
11.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 578'757 CHF | 580'257 CHF | 99.40% | 99.40% |
08.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 578'035 CHF | 579'535 CHF | 99.43% | 99.43% |
07.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 570'151 CHF | 571'651 CHF | 98.68% | 98.68% |