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 | 0.32% | 3.12 CHF | 3.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'415'550 CHF | 473'349 CHF | 99.44% | 99.44% |
19.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'420'260 CHF | 474'919 CHF | 98.95% | 98.95% |
18.11.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'418'760 CHF | 474'418 CHF | 97.57% | 97.57% |
15.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'417'740 CHF | 474'080 CHF | 99.44% | 99.44% |
14.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'396'140 CHF | 466'881 CHF | 99.44% | 99.44% |
13.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'356'070 CHF | 453'523 CHF | 97.08% | 97.08% |
12.11.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'382'900 CHF | 462'466 CHF | 96.89% | 96.89% |
11.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'416'760 CHF | 473'754 CHF | 99.47% | 99.47% |
08.11.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'428'790 CHF | 477'763 CHF | 90.61% | 90.61% |
07.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'460'350 CHF | 488'284 CHF | 98.68% | 98.68% |