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% | 3.45 CHF | 3.46 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 529'354 CHF | 530'954 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 528'828 CHF | 530'428 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 485'595 CHF | 487'195 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 476'678 CHF | 478'378 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.84 CHF | 2.85 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 432'439 CHF | 434'039 CHF | 99.91% | 99.91% |
13.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 498'930 CHF | 500'530 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 491'166 CHF | 492'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.18 CHF | 3.19 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 556'360 CHF | 557'960 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 604'970 CHF | 606'570 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 160'000 | 160'000 | 159'915 | 159'915 | 586'749 CHF | 588'349 CHF | 99.92% | 99.92% |