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% | 3.88 CHF | 3.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 99'463 CHF | 99'713 CHF | 99.97% | 99.97% |
19.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'289 CHF | 97'539 CHF | 99.79% | 99.79% |
18.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'855 CHF | 102'105 CHF | 99.92% | 99.92% |
15.11.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'810 CHF | 104'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 98'051 CHF | 98'301 CHF | 99.56% | 99.56% |
13.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'839 CHF | 96'089 CHF | 99.96% | 99.96% |
12.11.2024 | 0.24% | 3.85 CHF | 3.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'364 CHF | 102'614 CHF | 99.80% | 99.80% |
11.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 106'425 CHF | 106'675 CHF | 99.82% | 99.82% |
08.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'950 CHF | 101'200 CHF | 99.84% | 99.84% |
07.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'238 CHF | 96'488 CHF | 99.92% | 99.92% |