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 | 0.26% | 3.80 CHF | 3.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'908'840 CHF | 1'913'840 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'875'190 CHF | 1'880'190 CHF | 99.66% | 99.66% |
18.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'824'170 CHF | 1'829'170 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'843'380 CHF | 1'848'380 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'875'320 CHF | 1'880'320 CHF | 99.79% | 99.79% |
13.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'836'640 CHF | 1'841'640 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'849'920 CHF | 1'854'920 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'873'290 CHF | 1'878'290 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'944'520 CHF | 1'949'520 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'955'970 CHF | 1'960'970 CHF | 100.00% | 100.00% |