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% | 3.72 CHF | 3.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'135'180 CHF | 379'394 CHF | 99.38% | 99.38% |
19.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'122'840 CHF | 375'280 CHF | 98.25% | 98.25% |
18.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'128'800 CHF | 377'266 CHF | 97.44% | 97.44% |
15.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'142'430 CHF | 381'809 CHF | 99.38% | 99.38% |
14.11.2024 | 0.24% | 4.02 CHF | 4.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'241'110 CHF | 414'704 CHF | 99.37% | 99.37% |
13.11.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'226'510 CHF | 409'836 CHF | 96.86% | 96.86% |
12.11.2024 | 0.24% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'239'420 CHF | 414'141 CHF | 96.77% | 96.77% |
11.11.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'270'090 CHF | 424'362 CHF | 99.34% | 99.34% |
08.11.2024 | 0.26% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'153'790 CHF | 385'597 CHF | 96.75% | 96.75% |
07.11.2024 | 0.25% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'184'390 CHF | 395'796 CHF | 97.64% | 97.64% |