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% | 3.73 CHF | 3.74 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 849'058 CHF | 189'180 CHF | 99.36% | 99.36% |
19.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 823'658 CHF | 183'535 CHF | 99.38% | 99.38% |
18.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 819'375 CHF | 182'583 CHF | 99.26% | 99.26% |
15.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 804'392 CHF | 179'254 CHF | 98.76% | 98.76% |
14.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 877'372 CHF | 195'472 CHF | 99.37% | 99.37% |
13.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 870'967 CHF | 194'048 CHF | 99.37% | 99.37% |
12.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 877'865 CHF | 195'581 CHF | 99.37% | 99.37% |
11.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 866'345 CHF | 193'021 CHF | 99.38% | 99.38% |
08.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 824'906 CHF | 183'812 CHF | 99.37% | 99.37% |
07.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 808'646 CHF | 180'199 CHF | 98.38% | 98.38% |