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% | 3.27 CHF | 3.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 772'746 CHF | 775'246 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 842'932 CHF | 845'432 CHF | 86.95% | 86.95% |
18.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 744'971 CHF | 747'471 CHF | 99.95% | 99.95% |
15.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 717'770 CHF | 720'270 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 714'254 CHF | 716'754 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 819'208 CHF | 821'708 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 3.23 CHF | 3.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 707'032 CHF | 709'532 CHF | 99.98% | 99.98% |
11.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 599'761 CHF | 602'261 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 716'091 CHF | 718'591 CHF | 90.07% | 90.07% |
07.11.2024 | 0.37% | 2.57 CHF | 2.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 675'794 CHF | 678'294 CHF | 96.19% | 96.19% |