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 | 0.33% | 3.01 CHF | 3.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 685'054 CHF | 229'101 CHF | 99.38% | 99.38% |
19.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 649'907 CHF | 217'386 CHF | 96.74% | 96.74% |
18.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 732'624 CHF | 244'958 CHF | 97.61% | 97.61% |
15.11.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 533'996 CHF | 178'499 CHF | 96.57% | 96.57% |
14.11.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 530'925 CHF | 177'475 CHF | 99.34% | 99.34% |
13.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 513'675 CHF | 171'725 CHF | 99.35% | 99.35% |
12.11.2024 | 0.29% | 3.31 CHF | 3.32 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 515'949 CHF | 172'483 CHF | 99.34% | 99.34% |
11.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 509'077 CHF | 170'192 CHF | 99.37% | 99.37% |
08.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 735'319 CHF | 245'856 CHF | 99.33% | 99.33% |
07.11.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 511'010 CHF | 170'837 CHF | 98.72% | 98.72% |