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 | 0.31% | 3.22 CHF | 3.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 797'921 CHF | 320'168 CHF | 99.17% | 99.17% |
19.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 791'867 CHF | 317'747 CHF | 99.17% | 99.17% |
18.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 791'978 CHF | 317'791 CHF | 99.23% | 99.23% |
15.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 798'516 CHF | 320'407 CHF | 99.17% | 99.17% |
14.11.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 799'538 CHF | 320'815 CHF | 99.16% | 99.16% |
13.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 828'515 CHF | 332'406 CHF | 99.17% | 99.17% |
12.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 821'462 CHF | 329'585 CHF | 99.17% | 99.17% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 802'704 CHF | 322'082 CHF | 99.17% | 99.17% |
08.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 797'236 CHF | 319'895 CHF | 99.17% | 99.17% |
07.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 782'360 CHF | 313'944 CHF | 98.00% | 98.00% |