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% | 3.98 CHF | 3.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'157'820 CHF | 1'160'820 CHF | 97.89% | 97.89% |
19.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'197'260 CHF | 1'200'260 CHF | 99.98% | 99.98% |
18.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'144'910 CHF | 1'147'910 CHF | 98.77% | 98.77% |
15.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'111'320 CHF | 1'114'320 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'071'490 CHF | 1'074'490 CHF | 98.22% | 98.22% |
13.11.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'104'250 CHF | 1'107'250 CHF | 99.60% | 99.60% |
12.11.2024 | 0.29% | 3.64 CHF | 3.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'034'050 CHF | 1'037'050 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 953'661 CHF | 956'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'014'750 CHF | 1'017'750 CHF | 84.82% | 84.82% |
07.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 937'002 CHF | 940'002 CHF | 100.00% | 100.00% |