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 | 0.24% | 3.89 CHF | 3.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'022'450 CHF | 1'024'950 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 958'872 CHF | 961'372 CHF | 99.99% | 99.99% |
18.11.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'054'120 CHF | 1'056'620 CHF | 99.95% | 99.95% |
15.11.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'085'180 CHF | 1'087'680 CHF | 100.00% | 100.00% |
14.11.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'086'150 CHF | 1'088'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.25% | 3.85 CHF | 3.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 981'146 CHF | 983'646 CHF | 100.00% | 100.00% |
12.11.2024 | 0.23% | 3.96 CHF | 3.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'092'140 CHF | 1'094'640 CHF | 99.98% | 99.98% |
11.11.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'202'850 CHF | 1'205'350 CHF | 100.00% | 100.00% |
08.11.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'088'640 CHF | 1'091'140 CHF | 90.07% | 90.07% |
07.11.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'136'870 CHF | 1'139'370 CHF | 96.32% | 96.32% |