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% | 4.04 CHF | 4.05 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 401'668 CHF | 201'334 CHF | 98.55% | 98.55% |
19.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 392'386 CHF | 196'693 CHF | 97.19% | 97.19% |
18.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 386'414 CHF | 193'707 CHF | 95.52% | 95.52% |
15.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 385'906 CHF | 193'453 CHF | 95.85% | 95.85% |
14.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 388'220 CHF | 194'610 CHF | 98.70% | 98.70% |
13.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 387'803 CHF | 194'401 CHF | 95.41% | 95.41% |
12.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 379'004 CHF | 190'002 CHF | 96.54% | 96.54% |
11.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 380'826 CHF | 190'913 CHF | 97.97% | 97.97% |
08.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 381'133 CHF | 191'066 CHF | 93.03% | 93.03% |
07.11.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 378'855 CHF | 189'928 CHF | 97.71% | 97.71% |