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% | 3.88 CHF | 3.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 157'594 CHF | 157'994 CHF | 99.39% | 99.39% |
19.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 153'753 CHF | 154'153 CHF | 99.31% | 99.31% |
18.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'344 CHF | 77'544 CHF | 99.28% | 99.28% |
15.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'401 CHF | 77'601 CHF | 99.38% | 99.38% |
14.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 75'806 CHF | 76'006 CHF | 99.37% | 99.37% |
13.11.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 75'554 CHF | 75'754 CHF | 99.35% | 99.35% |
12.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'761 CHF | 77'961 CHF | 99.10% | 99.10% |
11.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'049 CHF | 81'249 CHF | 99.31% | 99.31% |
08.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'249 CHF | 77'449 CHF | 99.39% | 99.39% |
07.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'476 CHF | 77'676 CHF | 99.24% | 99.24% |