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 | 894'772 CHF | 299'257 CHF | 99.34% | 99.34% |
19.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 879'419 CHF | 294'140 CHF | 98.81% | 98.81% |
18.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 888'458 CHF | 297'153 CHF | 97.31% | 97.31% |
15.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 881'708 CHF | 294'903 CHF | 99.20% | 99.20% |
14.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 871'294 CHF | 291'431 CHF | 98.23% | 98.23% |
13.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 894'009 CHF | 299'003 CHF | 96.84% | 96.84% |
12.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 878'761 CHF | 293'920 CHF | 89.51% | 89.51% |
11.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 842'712 CHF | 281'904 CHF | 98.82% | 98.82% |
08.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 831'037 CHF | 278'012 CHF | 93.36% | 93.36% |
07.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 853'173 CHF | 285'391 CHF | 98.28% | 98.28% |