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 | 0.29% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'044'360 CHF | 349'120 CHF | 98.97% | 98.97% |
19.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'039'120 CHF | 347'372 CHF | 90.65% | 90.65% |
18.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'042'610 CHF | 348'536 CHF | 97.18% | 97.18% |
15.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'038'480 CHF | 347'161 CHF | 98.33% | 98.33% |
14.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'040'700 CHF | 347'899 CHF | 98.11% | 98.11% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'035'000 CHF | 345'999 CHF | 95.95% | 95.95% |
12.11.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'004'670 CHF | 335'891 CHF | 95.15% | 95.15% |
11.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 923'110 CHF | 308'703 CHF | 98.39% | 98.39% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 936'631 CHF | 313'210 CHF | 93.15% | 93.15% |
07.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 927'936 CHF | 310'312 CHF | 98.29% | 98.29% |