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 | 0.30% | 3.30 CHF | 3.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 661'543 CHF | 663'543 CHF | 99.81% | 99.81% |
19.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 651'526 CHF | 653'526 CHF | 99.72% | 99.72% |
18.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'281 CHF | 656'281 CHF | 99.71% | 99.71% |
15.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 655'944 CHF | 657'944 CHF | 99.81% | 99.81% |
14.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 659'192 CHF | 661'192 CHF | 99.81% | 99.81% |
13.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 659'529 CHF | 661'529 CHF | 99.81% | 99.81% |
12.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 655'888 CHF | 657'888 CHF | 99.51% | 99.51% |
11.11.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 656'025 CHF | 658'025 CHF | 99.72% | 99.72% |
08.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 655'800 CHF | 657'800 CHF | 99.81% | 99.81% |
07.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 661'602 CHF | 663'602 CHF | 95.69% | 95.69% |