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% | 3.00 CHF | 3.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 895'263 CHF | 299'421 CHF | 99.33% | 99.33% |
19.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 880'305 CHF | 294'435 CHF | 98.82% | 98.82% |
18.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 889'263 CHF | 297'421 CHF | 97.21% | 97.21% |
15.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 882'427 CHF | 295'142 CHF | 99.20% | 99.20% |
14.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 871'891 CHF | 291'630 CHF | 98.24% | 98.24% |
13.11.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 894'650 CHF | 299'217 CHF | 96.78% | 96.78% |
12.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 879'407 CHF | 294'136 CHF | 89.48% | 89.48% |
11.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 843'454 CHF | 282'151 CHF | 98.82% | 98.82% |
08.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 831'617 CHF | 278'206 CHF | 93.30% | 93.30% |
07.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 853'859 CHF | 285'620 CHF | 98.29% | 98.29% |