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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.30% | 3.77 CHF | 3.78 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 78'565 CHF | 3'940 CHF | 99.07% | 99.07% |
20.11.2024 | 0.33% | 3.36 CHF | 3.38 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 70'054 CHF | 3'514 CHF | 99.69% | 99.69% |
19.11.2024 | 0.31% | 3.64 CHF | 3.65 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 72'394 CHF | 3'631 CHF | 99.69% | 99.69% |
18.11.2024 | 0.36% | 3.42 CHF | 3.43 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 64'687 CHF | 3'246 CHF | 98.89% | 98.89% |
15.11.2024 | 0.34% | 3.37 CHF | 3.39 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 71'607 CHF | 3'592 CHF | 96.24% | 96.24% |
14.11.2024 | 0.32% | 3.73 CHF | 3.75 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 72'279 CHF | 3'626 CHF | 99.69% | 99.69% |
13.11.2024 | 0.30% | 3.47 CHF | 3.49 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'824 CHF | 3'853 CHF | 96.76% | 96.76% |
12.11.2024 | 0.30% | 3.68 CHF | 3.70 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 76'145 CHF | 3'819 CHF | 99.63% | 99.63% |
11.11.2024 | 0.28% | 4.03 CHF | 4.04 CHF | 20'000 | 1'000 | 20'000 | 1'000 | 86'413 CHF | 4'332 CHF | 99.69% | 99.69% |
08.11.2024 | 0.25% | 4.72 CHF | 4.73 CHF | 20'000 | 1'000 | 17'775 | 1'000 | 85'804 CHF | 4'864 CHF | 99.41% | 99.41% |