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 | 0.29% | 3.38 CHF | 3.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'701'960 CHF | 1'706'960 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'669'020 CHF | 1'674'020 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'616'720 CHF | 1'621'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'635'700 CHF | 1'640'700 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'667'680 CHF | 1'672'680 CHF | 99.79% | 99.79% |
13.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'630'530 CHF | 1'635'530 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'644'090 CHF | 1'649'090 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'667'960 CHF | 1'672'960 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'740'900 CHF | 1'745'900 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'752'110 CHF | 1'757'110 CHF | 100.00% | 100.00% |