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 | 0.33% | 2.93 CHF | 2.94 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 902'502 CHF | 226'376 CHF | 99.17% | 99.17% |
19.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 884'665 CHF | 221'916 CHF | 99.17% | 99.17% |
18.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 928'130 CHF | 232'783 CHF | 99.23% | 99.23% |
15.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 944'793 CHF | 236'948 CHF | 99.16% | 99.16% |
14.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 889'000 CHF | 223'000 CHF | 99.15% | 99.15% |
13.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 869'348 CHF | 218'087 CHF | 99.16% | 99.16% |
12.11.2024 | 0.32% | 2.91 CHF | 2.92 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 930'935 CHF | 233'484 CHF | 99.16% | 99.16% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 968'233 CHF | 242'808 CHF | 99.17% | 99.17% |
08.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 918'384 CHF | 230'346 CHF | 99.16% | 99.16% |
07.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 314'556 | 104'852 | 915'666 CHF | 306'271 CHF | 98.19% | 98.19% |