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 | 0.30% | 3.28 CHF | 3.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'684'240 CHF | 337'848 CHF | 99.27% | 99.27% |
19.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'650'880 CHF | 331'176 CHF | 99.27% | 99.27% |
18.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'735'430 CHF | 348'087 CHF | 99.27% | 99.27% |
15.11.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'760'550 CHF | 353'110 CHF | 99.27% | 99.27% |
14.11.2024 | 0.30% | 3.51 CHF | 3.52 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'690'030 CHF | 339'007 CHF | 99.27% | 99.27% |
13.11.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'580'870 CHF | 317'174 CHF | 99.27% | 99.27% |
12.11.2024 | 0.31% | 3.03 CHF | 3.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'614'840 CHF | 323'968 CHF | 99.25% | 99.25% |
11.11.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'769'960 CHF | 354'992 CHF | 99.27% | 99.27% |
08.11.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'799'040 CHF | 360'807 CHF | 99.26% | 99.26% |
07.11.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'958'420 CHF | 392'683 CHF | 1.12% | 1.12% |