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 | 0.33% | 3.02 CHF | 3.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'496'120 CHF | 1'501'120 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'521'230 CHF | 1'526'230 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'589'250 CHF | 1'594'250 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'577'250 CHF | 1'582'250 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'549'750 CHF | 1'554'750 CHF | 99.79% | 99.79% |
13.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'564'910 CHF | 1'569'910 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'548'190 CHF | 1'553'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'516'580 CHF | 1'521'580 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'420'140 CHF | 1'425'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'419'820 CHF | 1'424'820 CHF | 100.00% | 100.00% |