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% | 3.09 CHF | 3.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 953'755 CHF | 318'918 CHF | 91.45% | 91.45% |
19.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 939'511 CHF | 314'170 CHF | 98.95% | 98.95% |
18.11.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 928'175 CHF | 310'392 CHF | 97.69% | 97.69% |
15.11.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 930'762 CHF | 311'254 CHF | 99.43% | 99.43% |
14.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 974'298 CHF | 325'766 CHF | 99.43% | 99.43% |
13.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'001'160 CHF | 334'722 CHF | 94.76% | 94.76% |
12.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'039'160 CHF | 347'388 CHF | 89.41% | 89.41% |
11.11.2024 | 0.42% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'055'100 CHF | 353'172 CHF | 98.96% | 98.96% |
08.11.2024 | 0.42% | 3.59 CHF | 3.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'075'990 CHF | 360'162 CHF | 93.75% | 93.75% |
07.11.2024 | 0.43% | 3.53 CHF | 3.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'041'240 CHF | 348'582 CHF | 98.68% | 98.68% |