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% | 3.35 CHF | 3.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'520'580 CHF | 508'359 CHF | 99.44% | 99.44% |
19.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'525'100 CHF | 509'866 CHF | 98.95% | 98.95% |
18.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'524'020 CHF | 509'505 CHF | 97.64% | 97.64% |
15.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'523'170 CHF | 509'225 CHF | 99.44% | 99.44% |
14.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'501'460 CHF | 501'987 CHF | 99.44% | 99.44% |
13.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'461'390 CHF | 488'628 CHF | 96.92% | 96.92% |
12.11.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'487'980 CHF | 497'493 CHF | 97.01% | 97.01% |
11.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'522'140 CHF | 508'881 CHF | 99.47% | 99.47% |
08.11.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'534'230 CHF | 512'909 CHF | 90.61% | 90.61% |
07.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'566'170 CHF | 523'555 CHF | 98.70% | 98.70% |