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% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'844 CHF | 198'344 CHF | 99.39% | 99.39% |
19.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'577 CHF | 193'077 CHF | 99.26% | 99.26% |
18.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 200'372 CHF | 200'872 CHF | 99.28% | 99.28% |
15.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 198'563 CHF | 199'063 CHF | 99.38% | 99.38% |
14.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'943 CHF | 194'443 CHF | 99.37% | 99.37% |
13.11.2024 | 0.26% | 3.71 CHF | 3.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'412 CHF | 191'912 CHF | 99.36% | 99.36% |
12.11.2024 | 0.25% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'196 CHF | 197'696 CHF | 99.10% | 99.10% |
11.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'404 CHF | 196'904 CHF | 99.26% | 99.26% |
08.11.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 189'361 CHF | 189'861 CHF | 99.39% | 99.39% |
07.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 203'704 CHF | 204'204 CHF | 99.26% | 99.26% |