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% | 3.82 CHF | 3.83 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'368'740 CHF | 588'102 CHF | 99.43% | 99.43% |
19.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'336'530 CHF | 574'297 CHF | 99.42% | 99.42% |
18.11.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'373'030 CHF | 589'941 CHF | 97.72% | 97.72% |
15.11.2024 | 0.24% | 3.94 CHF | 3.95 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'441'500 CHF | 619'284 CHF | 99.42% | 99.42% |
14.11.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'511'640 CHF | 649'346 CHF | 99.42% | 99.42% |
13.11.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'437'230 CHF | 617'458 CHF | 97.01% | 97.01% |
12.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'406'140 CHF | 604'132 CHF | 96.88% | 96.88% |
11.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'425'070 CHF | 612'246 CHF | 99.44% | 99.44% |
08.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'423'580 CHF | 611'605 CHF | 99.34% | 99.34% |
07.11.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'404'490 CHF | 603'426 CHF | 98.65% | 98.65% |