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 | 0.27% | 3.80 CHF | 3.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'128'230 CHF | 377'078 CHF | 99.40% | 99.40% |
19.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'143'050 CHF | 382'015 CHF | 99.41% | 99.41% |
18.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'118'140 CHF | 373'712 CHF | 97.65% | 97.65% |
15.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'115'950 CHF | 372'982 CHF | 99.41% | 99.41% |
14.11.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'133'350 CHF | 378'785 CHF | 99.41% | 99.41% |
13.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'155'050 CHF | 386'016 CHF | 96.89% | 96.89% |
12.11.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'129'740 CHF | 377'580 CHF | 96.90% | 96.90% |
11.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'073'970 CHF | 358'991 CHF | 99.38% | 99.38% |
08.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'081'140 CHF | 361'380 CHF | 96.65% | 96.65% |
07.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'044'590 CHF | 349'196 CHF | 98.71% | 98.71% |