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 | 0.32% | 3.02 CHF | 3.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'387'560 CHF | 464'019 CHF | 99.38% | 99.38% |
19.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'264'530 CHF | 423'010 CHF | 99.38% | 99.38% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'279'650 CHF | 428'048 CHF | 99.38% | 99.38% |
15.11.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'306'750 CHF | 437'085 CHF | 99.36% | 99.36% |
14.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'330'790 CHF | 445'095 CHF | 99.37% | 99.37% |
13.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'358'280 CHF | 454'260 CHF | 99.38% | 99.38% |
12.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'410'920 CHF | 471'805 CHF | 99.15% | 99.15% |
11.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'461'840 CHF | 488'778 CHF | 99.37% | 99.37% |
08.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'390'980 CHF | 465'160 CHF | 99.37% | 99.37% |
07.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'404'830 CHF | 469'777 CHF | 98.58% | 98.58% |