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% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'172'650 CHF | 391'883 CHF | 99.44% | 99.44% |
19.11.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'124'190 CHF | 375'730 CHF | 99.44% | 99.44% |
18.11.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'113'790 CHF | 372'262 CHF | 97.70% | 97.70% |
15.11.2024 | 0.25% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'191'570 CHF | 398'191 CHF | 99.45% | 99.45% |
14.11.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'234'090 CHF | 412'363 CHF | 99.44% | 99.44% |
13.11.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'250'600 CHF | 417'866 CHF | 92.90% | 92.90% |
12.11.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'273'330 CHF | 425'443 CHF | 96.88% | 96.88% |
11.11.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'334'910 CHF | 445'969 CHF | 99.47% | 99.47% |
08.11.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'372'310 CHF | 458'436 CHF | 91.33% | 91.33% |
07.11.2024 | 0.24% | 4.67 CHF | 4.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'256'720 CHF | 419'908 CHF | 98.71% | 98.71% |