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% | 3.30 CHF | 3.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 333'343 CHF | 334'343 CHF | 99.43% | 99.43% |
19.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 325'708 CHF | 326'708 CHF | 99.34% | 99.34% |
18.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 420'004 CHF | 421'254 CHF | 99.20% | 99.20% |
15.11.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 424'570 CHF | 425'820 CHF | 99.42% | 99.42% |
14.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 452'951 CHF | 454'201 CHF | 99.40% | 99.40% |
13.11.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 452'431 CHF | 453'681 CHF | 99.25% | 99.25% |
12.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 448'711 CHF | 449'961 CHF | 99.17% | 99.17% |
11.11.2024 | 0.30% | 3.59 CHF | 3.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 421'542 CHF | 422'792 CHF | 99.41% | 99.41% |
08.11.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 380'892 CHF | 382'142 CHF | 99.49% | 99.49% |
07.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 376'244 CHF | 377'494 CHF | 98.68% | 98.68% |