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% | 3.31 CHF | 3.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 981'811 CHF | 328'270 CHF | 99.41% | 99.41% |
19.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 996'769 CHF | 333'256 CHF | 99.41% | 99.41% |
18.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 971'352 CHF | 324'784 CHF | 97.55% | 97.55% |
15.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 968'747 CHF | 323'916 CHF | 99.41% | 99.41% |
14.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 986'400 CHF | 329'800 CHF | 99.41% | 99.41% |
13.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'008'160 CHF | 337'055 CHF | 96.99% | 96.99% |
12.11.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 982'952 CHF | 328'651 CHF | 96.86% | 96.86% |
11.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 926'902 CHF | 309'967 CHF | 99.38% | 99.38% |
08.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 933'826 CHF | 312'275 CHF | 96.65% | 96.65% |
07.11.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 896'715 CHF | 299'905 CHF | 98.71% | 98.71% |