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 | 0.31% | 3.28 CHF | 3.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 974'049 CHF | 325'683 CHF | 99.44% | 99.44% |
19.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 978'772 CHF | 327'257 CHF | 99.44% | 99.44% |
18.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 981'415 CHF | 328'138 CHF | 97.29% | 97.29% |
15.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 963'377 CHF | 322'126 CHF | 99.45% | 99.45% |
14.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 936'310 CHF | 313'103 CHF | 99.44% | 99.44% |
13.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 941'415 CHF | 314'805 CHF | 96.93% | 96.93% |
12.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 939'878 CHF | 314'293 CHF | 96.91% | 96.91% |
11.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 925'145 CHF | 309'382 CHF | 99.44% | 99.44% |
08.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 908'119 CHF | 303'706 CHF | 99.28% | 99.28% |
07.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 911'595 CHF | 304'865 CHF | 98.69% | 98.69% |