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% | 3.94 CHF | 3.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 389'646 CHF | 390'646 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'323 CHF | 197'823 CHF | 99.92% | 99.92% |
18.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'179 CHF | 193'679 CHF | 99.90% | 99.90% |
15.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'715 CHF | 193'215 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'646 CHF | 196'146 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 199'326 CHF | 199'826 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 4.04 CHF | 4.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 195'178 CHF | 195'678 CHF | 99.72% | 99.72% |
11.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 185'740 CHF | 186'240 CHF | 99.91% | 99.91% |
08.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 186'914 CHF | 187'414 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'912 CHF | 181'412 CHF | 99.91% | 99.91% |