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 | 0.28% | 3.63 CHF | 3.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 899'645 CHF | 902'145 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 893'135 CHF | 895'635 CHF | 99.91% | 99.91% |
18.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 900'747 CHF | 903'247 CHF | 99.91% | 99.91% |
15.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 900'929 CHF | 903'429 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 907'956 CHF | 910'456 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 884'273 CHF | 886'773 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 882'190 CHF | 884'690 CHF | 99.70% | 99.70% |
11.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 870'473 CHF | 872'973 CHF | 99.91% | 99.91% |
08.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 840'361 CHF | 842'861 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 841'212 CHF | 843'712 CHF | 95.89% | 95.89% |