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% | 4.18 CHF | 4.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'217'820 CHF | 1'220'820 CHF | 97.89% | 97.89% |
19.11.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'256'960 CHF | 1'259'960 CHF | 99.98% | 99.98% |
18.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'204'810 CHF | 1'207'810 CHF | 98.77% | 98.77% |
15.11.2024 | 0.26% | 4.01 CHF | 4.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'171'290 CHF | 1'174'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.64 CHF | 3.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'131'460 CHF | 1'134'460 CHF | 98.26% | 98.26% |
13.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'164'250 CHF | 1'167'250 CHF | 99.60% | 99.60% |
12.11.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'093'670 CHF | 1'096'670 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'013'660 CHF | 1'016'660 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 1'074'390 CHF | 1'077'390 CHF | 84.82% | 84.82% |
07.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 996'972 CHF | 999'972 CHF | 100.00% | 100.00% |