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 | 0.34% | 3.95 CHF | 3.96 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 162'358 CHF | 162'915 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 4.00 CHF | 4.02 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 141'136 CHF | 141'643 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 4.19 CHF | 4.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 148'398 CHF | 148'918 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 4.33 CHF | 4.35 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 154'676 CHF | 155'247 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 4.84 CHF | 4.86 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 166'743 CHF | 167'322 CHF | 99.99% | 99.99% |
13.11.2024 | 0.33% | 4.89 CHF | 4.91 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 173'791 CHF | 174'357 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 4.88 CHF | 4.89 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 148'011 CHF | 148'519 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 5.15 CHF | 5.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 154'343 CHF | 154'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 4.93 CHF | 4.94 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 150'058 CHF | 150'566 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 5.20 CHF | 5.22 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 154'957 CHF | 155'464 CHF | 100.00% | 100.00% |