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% | 3.50 CHF | 3.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'044'280 CHF | 349'094 CHF | 98.96% | 98.96% |
19.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'038'980 CHF | 347'328 CHF | 90.67% | 90.67% |
18.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'042'410 CHF | 348'470 CHF | 96.65% | 96.65% |
15.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'038'350 CHF | 347'117 CHF | 98.32% | 98.32% |
14.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'040'550 CHF | 347'851 CHF | 98.11% | 98.11% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'034'850 CHF | 345'949 CHF | 95.94% | 95.94% |
12.11.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'004'510 CHF | 335'836 CHF | 94.98% | 94.98% |
11.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 922'965 CHF | 308'655 CHF | 98.41% | 98.41% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 936'450 CHF | 313'150 CHF | 93.17% | 93.17% |
07.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 927'797 CHF | 310'266 CHF | 98.32% | 98.32% |