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% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'778'280 CHF | 1'783'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'744'940 CHF | 1'749'940 CHF | 99.93% | 99.93% |
18.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'693'430 CHF | 1'698'430 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'712'500 CHF | 1'717'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'743'970 CHF | 1'748'970 CHF | 99.79% | 99.79% |
13.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'706'790 CHF | 1'711'790 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'719'830 CHF | 1'724'830 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'743'520 CHF | 1'748'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.57 CHF | 3.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'815'870 CHF | 1'820'870 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'827'310 CHF | 1'832'310 CHF | 100.00% | 100.00% |