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% | 3.36 CHF | 3.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'038'070 CHF | 681'358 CHF | 98.92% | 98.92% |
19.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'980'240 CHF | 662'079 CHF | 90.71% | 90.71% |
18.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'983'540 CHF | 663'179 CHF | 97.21% | 97.21% |
15.11.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'989'140 CHF | 665'045 CHF | 98.31% | 98.31% |
14.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'010'280 CHF | 672'092 CHF | 99.01% | 99.01% |
13.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'989'230 CHF | 665'078 CHF | 96.41% | 96.41% |
12.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'033'690 CHF | 679'897 CHF | 96.52% | 96.52% |
11.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'058'010 CHF | 688'004 CHF | 98.98% | 98.98% |
08.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'044'190 CHF | 683'395 CHF | 98.92% | 98.92% |
07.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'009'290 CHF | 671'764 CHF | 98.28% | 98.28% |