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 | 0.35% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 850'082 CHF | 284'361 CHF | 91.45% | 91.45% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 836'164 CHF | 279'721 CHF | 98.94% | 98.94% |
18.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 824'346 CHF | 275'782 CHF | 97.71% | 97.71% |
15.11.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 826'814 CHF | 276'605 CHF | 99.44% | 99.44% |
14.11.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 870'327 CHF | 291'109 CHF | 99.44% | 99.44% |
13.11.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 897'909 CHF | 300'303 CHF | 94.67% | 94.67% |
12.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 936'039 CHF | 313'013 CHF | 89.49% | 89.49% |
11.11.2024 | 0.46% | 3.16 CHF | 3.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 952'305 CHF | 318'906 CHF | 98.97% | 98.97% |
08.11.2024 | 0.46% | 3.25 CHF | 3.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 974'105 CHF | 326'202 CHF | 93.79% | 93.79% |
07.11.2024 | 0.48% | 3.19 CHF | 3.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 939'076 CHF | 314'525 CHF | 98.69% | 98.69% |