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 | 0.27% | 3.68 CHF | 3.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'864'910 CHF | 373'983 CHF | 99.38% | 99.38% |
19.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'847'220 CHF | 370'443 CHF | 99.38% | 99.38% |
18.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'842'070 CHF | 369'415 CHF | 99.38% | 99.38% |
15.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'824'350 CHF | 365'871 CHF | 99.37% | 99.37% |
14.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'784'500 CHF | 357'899 CHF | 99.37% | 99.37% |
13.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'748'040 CHF | 350'608 CHF | 99.37% | 99.37% |
12.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'745'290 CHF | 350'058 CHF | 99.37% | 99.37% |
11.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'786'620 CHF | 358'323 CHF | 99.38% | 99.38% |
08.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'737'600 CHF | 348'519 CHF | 99.38% | 99.38% |
07.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'802'910 CHF | 361'582 CHF | 1.12% | 1.12% |