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% | 3.57 CHF | 3.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'620'290 CHF | 541'598 CHF | 99.44% | 99.44% |
19.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'624'690 CHF | 543'064 CHF | 98.95% | 98.95% |
18.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'623'740 CHF | 542'746 CHF | 97.50% | 97.50% |
15.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'623'200 CHF | 542'566 CHF | 99.44% | 99.44% |
14.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'601'220 CHF | 535'238 CHF | 99.44% | 99.44% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'561'250 CHF | 521'916 CHF | 96.92% | 96.92% |
12.11.2024 | 0.28% | 3.46 CHF | 3.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'587'720 CHF | 530'740 CHF | 97.00% | 97.00% |
11.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'622'020 CHF | 542'173 CHF | 99.47% | 99.47% |
08.11.2024 | 0.27% | 3.59 CHF | 3.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'634'240 CHF | 546'247 CHF | 90.61% | 90.61% |
07.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'666'600 CHF | 557'032 CHF | 98.69% | 98.69% |