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 | 0.28% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'065'070 CHF | 356'024 CHF | 91.43% | 91.43% |
19.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'050'490 CHF | 351'163 CHF | 99.43% | 99.43% |
18.11.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'039'640 CHF | 347'547 CHF | 97.71% | 97.71% |
15.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'042'360 CHF | 348'455 CHF | 99.43% | 99.43% |
14.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'086'040 CHF | 363'013 CHF | 99.43% | 99.43% |
13.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'112'020 CHF | 371'672 CHF | 94.67% | 94.67% |
12.11.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'149'830 CHF | 384'277 CHF | 89.42% | 89.42% |
11.11.2024 | 0.38% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'165'420 CHF | 389'945 CHF | 98.97% | 98.97% |
08.11.2024 | 0.38% | 3.95 CHF | 3.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'185'390 CHF | 396'631 CHF | 93.80% | 93.80% |
07.11.2024 | 0.39% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'151'000 CHF | 385'168 CHF | 98.69% | 98.69% |