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% | 3.49 CHF | 3.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 872'489 CHF | 349'996 CHF | 99.38% | 99.38% |
19.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 872'561 CHF | 350'024 CHF | 99.38% | 99.38% |
18.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 867'325 CHF | 347'930 CHF | 99.38% | 99.38% |
15.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 866'014 CHF | 347'406 CHF | 99.37% | 99.37% |
14.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 861'944 CHF | 345'778 CHF | 99.38% | 99.38% |
13.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 858'371 CHF | 344'348 CHF | 99.04% | 99.04% |
12.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 853'820 CHF | 342'528 CHF | 99.11% | 99.11% |
11.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 854'395 CHF | 342'758 CHF | 99.38% | 99.38% |
08.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 861'559 CHF | 345'623 CHF | 99.38% | 99.38% |
07.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 867'241 CHF | 347'897 CHF | 98.69% | 98.69% |