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% | 3.21 CHF | 3.22 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 365'145 CHF | 366'288 CHF | 99.89% | 99.89% |
19.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 280'000 | 280'000 | 110'693 | 110'693 | 349'356 CHF | 350'465 CHF | 99.95% | 99.95% |
18.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 280'000 | 280'000 | 107'072 | 107'072 | 339'254 CHF | 340'326 CHF | 99.89% | 99.89% |
15.11.2024 | 0.33% | 3.19 CHF | 3.20 CHF | 280'000 | 280'000 | 111'177 | 111'177 | 351'448 CHF | 352'563 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 339'193 CHF | 340'285 CHF | 99.76% | 99.76% |
13.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 361'358 CHF | 362'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 280'000 | 280'000 | 111'417 | 111'417 | 351'287 CHF | 352'403 CHF | 99.95% | 99.95% |
11.11.2024 | 0.34% | 3.09 CHF | 3.10 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 311'847 CHF | 312'878 CHF | 99.35% | 99.35% |
08.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 260'000 | 260'000 | 103'097 | 103'097 | 306'974 CHF | 308'007 CHF | 99.53% | 99.53% |
07.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 327'931 CHF | 329'014 CHF | 99.86% | 99.86% |