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% | 3.54 CHF | 3.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'070'940 CHF | 357'979 CHF | 99.44% | 99.44% |
19.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'022'950 CHF | 341'982 CHF | 99.44% | 99.44% |
18.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'012'050 CHF | 338'351 CHF | 97.69% | 97.69% |
15.11.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'089'770 CHF | 364'258 CHF | 99.45% | 99.45% |
14.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'132'070 CHF | 378'356 CHF | 99.44% | 99.44% |
13.11.2024 | 0.26% | 3.71 CHF | 3.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'149'200 CHF | 384'066 CHF | 92.81% | 92.81% |
12.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'172'090 CHF | 391'697 CHF | 96.81% | 96.81% |
11.11.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'234'120 CHF | 412'374 CHF | 99.47% | 99.47% |
08.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'272'250 CHF | 425'082 CHF | 91.33% | 91.33% |
07.11.2024 | 0.26% | 4.34 CHF | 4.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'156'480 CHF | 386'493 CHF | 98.68% | 98.68% |