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 | 0.32% | 3.09 CHF | 3.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 705'589 CHF | 235'946 CHF | 99.43% | 99.43% |
19.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 671'342 CHF | 224'531 CHF | 96.61% | 96.61% |
18.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 753'077 CHF | 251'776 CHF | 97.49% | 97.49% |
15.11.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 225'000 | 75'000 | 224'255 | 74'752 | 798'302 CHF | 266'848 CHF | 96.57% | 96.57% |
14.11.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 796'409 CHF | 266'220 CHF | 99.36% | 99.36% |
13.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 770'558 CHF | 257'603 CHF | 99.35% | 99.35% |
12.11.2024 | 0.29% | 3.31 CHF | 3.32 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 774'065 CHF | 258'772 CHF | 99.34% | 99.34% |
11.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 763'822 CHF | 255'357 CHF | 99.35% | 99.35% |
08.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 736'282 CHF | 246'178 CHF | 99.30% | 99.30% |
07.11.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 511'727 CHF | 171'076 CHF | 98.70% | 98.70% |