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% | 3.01 CHF | 3.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'828'780 CHF | 611'594 CHF | 98.92% | 98.92% |
19.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'771'120 CHF | 592'372 CHF | 90.71% | 90.71% |
18.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'773'840 CHF | 593'278 CHF | 97.18% | 97.18% |
15.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'779'030 CHF | 595'010 CHF | 98.31% | 98.31% |
14.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'800'420 CHF | 602'142 CHF | 99.02% | 99.02% |
13.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'779'470 CHF | 595'156 CHF | 96.46% | 96.46% |
12.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'824'160 CHF | 610'053 CHF | 96.48% | 96.48% |
11.11.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'848'140 CHF | 618'046 CHF | 98.98% | 98.98% |
08.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'833'980 CHF | 613'326 CHF | 98.90% | 98.90% |
07.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'798'340 CHF | 601'446 CHF | 98.28% | 98.28% |