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% | 3.87 CHF | 3.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 795'232 CHF | 797'232 CHF | 96.86% | 96.86% |
19.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 770'211 CHF | 772'211 CHF | 94.09% | 94.09% |
18.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 808'603 CHF | 810'603 CHF | 95.44% | 95.44% |
15.11.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 822'102 CHF | 824'102 CHF | 97.15% | 97.15% |
14.11.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 821'800 CHF | 823'800 CHF | 96.49% | 96.49% |
13.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 781'053 CHF | 783'053 CHF | 94.34% | 94.34% |
12.11.2024 | 0.24% | 3.92 CHF | 3.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 824'513 CHF | 826'513 CHF | 88.97% | 88.97% |
11.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 868'693 CHF | 870'693 CHF | 99.49% | 99.49% |
08.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 826'101 CHF | 828'101 CHF | 93.53% | 93.53% |
07.11.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 842'989 CHF | 844'989 CHF | 93.47% | 93.47% |