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 | 0.34% | 3.01 CHF | 3.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 892'518 CHF | 298'506 CHF | 99.44% | 99.44% |
19.11.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 897'304 CHF | 300'101 CHF | 99.44% | 99.44% |
18.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 899'874 CHF | 300'958 CHF | 97.69% | 97.69% |
15.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 881'522 CHF | 294'841 CHF | 99.45% | 99.45% |
14.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 854'193 CHF | 285'731 CHF | 99.44% | 99.44% |
13.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 859'645 CHF | 287'548 CHF | 97.02% | 97.02% |
12.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 858'615 CHF | 287'205 CHF | 96.97% | 96.97% |
11.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 844'099 CHF | 282'366 CHF | 99.44% | 99.44% |
08.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 827'584 CHF | 276'861 CHF | 99.28% | 99.28% |
07.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'974 CHF | 277'992 CHF | 98.69% | 98.69% |