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% | 3.11 CHF | 3.12 CHF | 514'100 | 514'100 | 514'100 | 514'100 | 1'682'920 CHF | 1'688'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 527'800 | 527'800 | 527'800 | 527'800 | 1'631'640 CHF | 1'636'920 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 541'400 | 541'400 | 541'400 | 541'400 | 1'690'330 CHF | 1'695'750 CHF | 99.58% | 99.58% |
15.11.2024 | 0.30% | 3.14 CHF | 3.15 CHF | 490'800 | 490'800 | 490'800 | 490'800 | 1'616'790 CHF | 1'621'690 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 469'800 | 469'800 | 469'800 | 469'800 | 1'723'700 CHF | 1'728'400 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 470'300 | 470'300 | 470'300 | 470'300 | 1'691'780 CHF | 1'696'480 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 460'500 | 460'500 | 460'500 | 460'500 | 1'694'280 CHF | 1'698'890 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 462'100 | 462'100 | 462'100 | 462'100 | 1'740'920 CHF | 1'745'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 474'500 | 474'500 | 474'500 | 474'500 | 1'687'200 CHF | 1'691'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 498'600 | 498'600 | 498'600 | 498'600 | 1'706'790 CHF | 1'711'780 CHF | 99.67% | 99.67% |