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 | 0.29% | 3.38 CHF | 3.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'708'480 CHF | 342'697 CHF | 99.27% | 99.27% |
19.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'668'810 CHF | 334'761 CHF | 99.27% | 99.27% |
18.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'678'400 CHF | 336'681 CHF | 99.27% | 99.27% |
15.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'631'330 CHF | 327'267 CHF | 99.27% | 99.27% |
14.11.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'635'140 CHF | 328'029 CHF | 99.27% | 99.27% |
13.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'685'240 CHF | 338'047 CHF | 99.27% | 99.27% |
12.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'663'880 CHF | 333'776 CHF | 99.25% | 99.25% |
11.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'718'030 CHF | 344'605 CHF | 99.27% | 99.27% |
08.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'706'520 CHF | 342'305 CHF | 99.26% | 99.26% |
07.11.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'763'340 CHF | 353'667 CHF | 1.12% | 1.12% |