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% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 998'099 CHF | 333'700 CHF | 99.33% | 99.33% |
19.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 982'888 CHF | 328'629 CHF | 98.82% | 98.82% |
18.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 991'943 CHF | 331'648 CHF | 97.04% | 97.04% |
15.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 985'545 CHF | 329'515 CHF | 99.21% | 99.21% |
14.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 975'350 CHF | 326'117 CHF | 98.22% | 98.22% |
13.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 997'161 CHF | 333'387 CHF | 96.90% | 96.90% |
12.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 981'663 CHF | 328'221 CHF | 89.38% | 89.38% |
11.11.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 945'421 CHF | 316'140 CHF | 98.82% | 98.82% |
08.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 932'956 CHF | 311'985 CHF | 93.34% | 93.34% |
07.11.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 955'351 CHF | 319'450 CHF | 98.29% | 98.29% |