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 | 0.33% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 914'170 CHF | 305'723 CHF | 99.37% | 99.37% |
19.11.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 908'501 CHF | 303'834 CHF | 96.93% | 96.93% |
18.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 883'499 CHF | 295'500 CHF | 95.44% | 95.44% |
15.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 883'054 CHF | 295'351 CHF | 99.38% | 99.38% |
14.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 906'306 CHF | 303'102 CHF | 99.37% | 99.37% |
13.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 892'443 CHF | 298'481 CHF | 92.15% | 92.15% |
12.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 877'282 CHF | 293'427 CHF | 96.79% | 96.79% |
11.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 885'467 CHF | 296'156 CHF | 97.57% | 97.57% |
08.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 862'303 CHF | 288'434 CHF | 93.16% | 93.16% |
07.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 854'273 CHF | 285'758 CHF | 98.68% | 98.68% |