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 | 0.29% | 3.64 CHF | 3.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 865'600 CHF | 868'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 935'748 CHF | 938'248 CHF | 86.95% | 86.95% |
18.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 838'031 CHF | 840'531 CHF | 99.95% | 99.95% |
15.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 810'933 CHF | 813'433 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 807'174 CHF | 809'674 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 912'287 CHF | 914'787 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.60 CHF | 3.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 799'856 CHF | 802'356 CHF | 99.98% | 99.98% |
11.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 692'321 CHF | 694'821 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 809'160 CHF | 811'660 CHF | 90.07% | 90.07% |
07.11.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 768'860 CHF | 771'360 CHF | 96.18% | 96.18% |