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% | 3.79 CHF | 3.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'132'740 CHF | 378'579 CHF | 99.33% | 99.33% |
19.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'116'850 CHF | 373'283 CHF | 98.82% | 98.82% |
18.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'126'820 CHF | 376'608 CHF | 97.22% | 97.22% |
15.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'120'580 CHF | 374'526 CHF | 99.20% | 99.20% |
14.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'110'580 CHF | 371'192 CHF | 98.23% | 98.23% |
13.11.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'131'260 CHF | 378'086 CHF | 96.74% | 96.74% |
12.11.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'115'820 CHF | 372'938 CHF | 89.45% | 89.45% |
11.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'079'270 CHF | 360'755 CHF | 98.81% | 98.81% |
08.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'065'520 CHF | 356'173 CHF | 93.33% | 93.33% |
07.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'088'150 CHF | 363'718 CHF | 98.27% | 98.27% |