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 | 0.28% | 3.46 CHF | 3.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 789'322 CHF | 263'857 CHF | 99.35% | 99.35% |
19.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 753'789 CHF | 252'013 CHF | 96.65% | 96.65% |
18.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 836'997 CHF | 279'749 CHF | 97.54% | 97.54% |
15.11.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 604'302 CHF | 201'934 CHF | 96.56% | 96.56% |
14.11.2024 | 0.25% | 4.17 CHF | 4.18 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 601'164 CHF | 200'888 CHF | 99.32% | 99.32% |
13.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 583'945 CHF | 195'148 CHF | 99.35% | 99.35% |
12.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 586'096 CHF | 195'865 CHF | 99.36% | 99.36% |
11.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 579'316 CHF | 193'605 CHF | 99.33% | 99.33% |
08.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 560'603 CHF | 187'368 CHF | 99.33% | 99.33% |
07.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 581'645 CHF | 194'382 CHF | 98.69% | 98.69% |