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% | 3.12 CHF | 3.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 710'373 CHF | 237'541 CHF | 99.34% | 99.34% |
19.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 676'468 CHF | 226'239 CHF | 96.70% | 96.70% |
18.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 756'991 CHF | 253'080 CHF | 97.52% | 97.52% |
15.11.2024 | 0.28% | 3.43 CHF | 3.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 801'061 CHF | 267'770 CHF | 96.57% | 96.57% |
14.11.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 796'609 CHF | 266'286 CHF | 99.37% | 99.37% |
13.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 770'832 CHF | 257'694 CHF | 99.34% | 99.34% |
12.11.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 774'499 CHF | 258'916 CHF | 99.35% | 99.35% |
11.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 764'388 CHF | 255'546 CHF | 99.34% | 99.34% |
08.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 737'320 CHF | 246'523 CHF | 99.33% | 99.33% |
07.11.2024 | 0.29% | 3.33 CHF | 3.34 CHF | 225'000 | 75'000 | 194'542 | 64'847 | 664'205 CHF | 222'050 CHF | 98.69% | 98.69% |