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 | 0.31% | 3.29 CHF | 3.30 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'253'130 CHF | 3'263'130 CHF | 99.46% | 99.46% |
19.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'228'590 CHF | 3'238'590 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'258'000 CHF | 3'268'000 CHF | 99.29% | 99.29% |
15.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'259'080 CHF | 3'269'080 CHF | 98.67% | 98.67% |
14.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'286'930 CHF | 3'296'930 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'196'460 CHF | 3'206'460 CHF | 99.08% | 99.08% |
12.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'188'100 CHF | 3'198'100 CHF | 99.80% | 99.80% |
11.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'142'420 CHF | 3'152'420 CHF | 99.77% | 99.77% |
08.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'026'770 CHF | 3'036'770 CHF | 99.16% | 99.16% |
07.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 3'030'440 CHF | 3'040'440 CHF | 99.96% | 99.96% |