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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'160'690 CHF | 722'229 CHF | 98.91% | 98.91% |
20.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'127'930 CHF | 711'311 CHF | 98.95% | 98.95% |
19.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'070'030 CHF | 692'009 CHF | 90.71% | 90.71% |
18.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'073'550 CHF | 693'184 CHF | 97.15% | 97.15% |
15.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'079'240 CHF | 695'082 CHF | 98.31% | 98.31% |
14.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'100'280 CHF | 702'092 CHF | 99.02% | 99.02% |
13.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'079'240 CHF | 695'080 CHF | 96.56% | 96.56% |
12.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'123'670 CHF | 709'891 CHF | 96.47% | 96.47% |
11.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'148'100 CHF | 718'032 CHF | 98.99% | 98.99% |
08.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'134'420 CHF | 713'473 CHF | 98.91% | 98.91% |