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% | 3.55 CHF | 3.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 888'292 CHF | 267'238 CHF | 98.31% | 98.31% |
19.11.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 878'032 CHF | 264'160 CHF | 98.62% | 98.62% |
18.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 888'518 CHF | 267'305 CHF | 94.84% | 94.84% |
15.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 886'042 CHF | 266'563 CHF | 99.41% | 99.41% |
14.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 872'014 CHF | 262'354 CHF | 95.88% | 95.88% |
13.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 860'754 CHF | 258'976 CHF | 96.74% | 96.74% |
12.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 861'608 CHF | 259'232 CHF | 89.42% | 89.42% |
11.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 843'322 CHF | 253'747 CHF | 98.89% | 98.89% |
08.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 819'778 CHF | 246'683 CHF | 93.38% | 93.38% |
07.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 805'005 CHF | 242'252 CHF | 84.75% | 84.75% |