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 | 0.33% | 2.97 CHF | 2.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'495'190 CHF | 1'500'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'462'500 CHF | 1'467'500 CHF | 99.66% | 99.66% |
18.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'409'650 CHF | 1'414'650 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'428'210 CHF | 1'433'210 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'460'050 CHF | 1'465'050 CHF | 99.79% | 99.79% |
13.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'424'520 CHF | 1'429'520 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'438'340 CHF | 1'443'340 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'462'630 CHF | 1'467'630 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'537'130 CHF | 1'542'130 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'547'790 CHF | 1'552'790 CHF | 100.00% | 100.00% |