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 | 0.34% | 2.92 CHF | 2.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 724'030 CHF | 290'612 CHF | 99.17% | 99.17% |
19.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'153 CHF | 288'261 CHF | 99.17% | 99.17% |
18.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'185 CHF | 288'274 CHF | 99.23% | 99.23% |
15.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 725'028 CHF | 291'011 CHF | 99.17% | 99.17% |
14.11.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 725'820 CHF | 291'328 CHF | 99.16% | 99.16% |
13.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 754'853 CHF | 302'941 CHF | 99.17% | 99.17% |
12.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 747'608 CHF | 300'043 CHF | 99.17% | 99.17% |
11.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 729'090 CHF | 292'636 CHF | 99.17% | 99.17% |
08.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 723'772 CHF | 290'509 CHF | 99.17% | 99.17% |
07.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 708'401 CHF | 284'360 CHF | 98.00% | 98.00% |