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 | 0.32% | 3.14 CHF | 3.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'579'600 CHF | 1'584'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'546'770 CHF | 1'551'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'494'280 CHF | 1'499'280 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'513'000 CHF | 1'518'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'544'410 CHF | 1'549'410 CHF | 99.79% | 99.79% |
13.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'508'740 CHF | 1'513'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'522'110 CHF | 1'527'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'546'600 CHF | 1'551'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'620'480 CHF | 1'625'480 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'630'870 CHF | 1'635'870 CHF | 100.00% | 100.00% |