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% | 3.96 CHF | 3.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'195'950 CHF | 399'651 CHF | 99.44% | 99.44% |
19.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'147'740 CHF | 383'579 CHF | 99.44% | 99.44% |
18.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'137'400 CHF | 380'134 CHF | 97.69% | 97.69% |
15.11.2024 | 0.25% | 3.85 CHF | 3.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'215'190 CHF | 406'062 CHF | 99.45% | 99.45% |
14.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'257'640 CHF | 420'213 CHF | 99.44% | 99.44% |
13.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'274'100 CHF | 425'701 CHF | 92.81% | 92.81% |
12.11.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'296'660 CHF | 433'221 CHF | 96.82% | 96.82% |
11.11.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'358'290 CHF | 453'764 CHF | 99.47% | 99.47% |
08.11.2024 | 0.21% | 4.51 CHF | 4.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'395'390 CHF | 466'128 CHF | 91.33% | 91.33% |
07.11.2024 | 0.23% | 4.75 CHF | 4.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'279'910 CHF | 427'637 CHF | 98.69% | 98.69% |