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% | 3.31 CHF | 3.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 665'261 CHF | 667'261 CHF | 99.81% | 99.81% |
19.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 645'330 CHF | 647'330 CHF | 99.72% | 99.72% |
18.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 650'724 CHF | 652'724 CHF | 99.71% | 99.71% |
15.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'648 CHF | 656'648 CHF | 99.81% | 99.81% |
14.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 661'265 CHF | 663'265 CHF | 99.81% | 99.81% |
13.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 661'905 CHF | 663'905 CHF | 99.81% | 99.81% |
12.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'351 CHF | 656'351 CHF | 99.51% | 99.51% |
11.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'937 CHF | 656'937 CHF | 99.72% | 99.72% |
08.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'821 CHF | 656'821 CHF | 99.81% | 99.81% |
07.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 666'764 CHF | 668'764 CHF | 95.70% | 95.70% |