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 | 0.27% | 3.52 CHF | 3.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 929'396 CHF | 931'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 865'881 CHF | 868'381 CHF | 99.99% | 99.99% |
18.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 960'878 CHF | 963'378 CHF | 99.95% | 99.95% |
15.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 991'734 CHF | 994'234 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 992'865 CHF | 995'365 CHF | 99.99% | 99.99% |
13.11.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 887'779 CHF | 890'279 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 998'912 CHF | 1'001'410 CHF | 99.98% | 99.98% |
11.11.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'109'500 CHF | 1'112'000 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 995'066 CHF | 997'566 CHF | 90.07% | 90.07% |
07.11.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'042'920 CHF | 1'045'420 CHF | 96.33% | 96.33% |