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 | 0.30% | 3.39 CHF | 3.40 CHF | 280'000 | 280'000 | 114'116 | 114'116 | 385'577 CHF | 386'721 CHF | 99.89% | 99.89% |
19.11.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 280'000 | 280'000 | 110'692 | 110'692 | 369'061 CHF | 370'170 CHF | 99.95% | 99.95% |
18.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 280'000 | 280'000 | 107'068 | 107'068 | 358'412 CHF | 359'485 CHF | 99.89% | 99.89% |
15.11.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 371'390 CHF | 372'506 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 358'759 CHF | 359'852 CHF | 99.76% | 99.76% |
13.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 280'000 | 280'000 | 113'500 | 113'500 | 381'617 CHF | 382'754 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.38 CHF | 3.39 CHF | 280'000 | 280'000 | 111'407 | 111'407 | 371'201 CHF | 372'317 CHF | 99.95% | 99.95% |
11.11.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 330'198 CHF | 331'229 CHF | 99.36% | 99.36% |
08.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 260'000 | 260'000 | 103'100 | 103'100 | 325'285 CHF | 326'318 CHF | 99.53% | 99.53% |
07.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 260'000 | 260'000 | 108'125 | 108'125 | 347'056 CHF | 348'140 CHF | 99.86% | 99.86% |