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 | 0.36% | 3.92 CHF | 3.94 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 479'925 CHF | 481'639 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 3.93 CHF | 3.94 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 588'655 CHF | 590'597 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 3.78 CHF | 3.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 571'743 CHF | 573'868 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 561'648 CHF | 563'148 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 3.58 CHF | 3.60 CHF | 150'000 | 150'000 | 149'651 | 149'651 | 548'712 CHF | 550'721 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 3.72 CHF | 3.73 CHF | 150'000 | 150'000 | 149'637 | 149'637 | 558'839 CHF | 560'748 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 539'494 CHF | 540'994 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 3.45 CHF | 3.46 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 516'184 CHF | 518'174 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 150'000 | 150'000 | 149'668 | 149'668 | 532'466 CHF | 533'962 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 150'000 | 150'000 | 149'678 | 149'678 | 511'668 CHF | 513'164 CHF | 100.00% | 100.00% |