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% | 3.83 CHF | 3.84 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 956'681 CHF | 287'754 CHF | 98.31% | 98.31% |
19.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 946'009 CHF | 284'553 CHF | 98.64% | 98.64% |
18.11.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 956'848 CHF | 287'804 CHF | 94.87% | 94.87% |
15.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 954'482 CHF | 287'095 CHF | 99.39% | 99.39% |
14.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 940'430 CHF | 282'879 CHF | 95.89% | 95.89% |
13.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 928'742 CHF | 279'373 CHF | 96.88% | 96.88% |
12.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 929'632 CHF | 279'640 CHF | 89.50% | 89.50% |
11.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 911'172 CHF | 274'102 CHF | 98.89% | 98.89% |
08.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 887'186 CHF | 266'906 CHF | 93.37% | 93.37% |
07.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 872'636 CHF | 262'541 CHF | 84.75% | 84.75% |