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 | 0.53% | 3.38 CHF | 3.39 CHF | 200'000 | 200'000 | 89'137 | 89'137 | 301'692 CHF | 303'040 CHF | 99.90% | 99.90% |
19.11.2024 | 0.53% | 3.36 CHF | 3.37 CHF | 200'000 | 200'000 | 89'173 | 89'173 | 299'991 CHF | 301'339 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 3.47 CHF | 3.48 CHF | 200'000 | 200'000 | 88'888 | 88'888 | 306'883 CHF | 308'230 CHF | 99.90% | 99.90% |
15.11.2024 | 0.52% | 3.49 CHF | 3.50 CHF | 190'000 | 190'000 | 87'825 | 87'825 | 303'739 CHF | 305'074 CHF | 99.90% | 99.90% |
14.11.2024 | 0.90% | 3.46 CHF | 3.47 CHF | 200'000 | 200'000 | 65'677 | 65'677 | 228'130 CHF | 229'358 CHF | 96.41% | 96.41% |
13.11.2024 | 0.51% | 3.52 CHF | 3.53 CHF | 190'000 | 190'000 | 85'130 | 85'130 | 299'997 CHF | 301'286 CHF | 99.92% | 99.92% |
12.11.2024 | 0.51% | 3.53 CHF | 3.54 CHF | 190'000 | 190'000 | 84'500 | 84'500 | 298'706 CHF | 299'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 3.51 CHF | 3.52 CHF | 190'000 | 190'000 | 85'235 | 85'235 | 300'866 CHF | 302'160 CHF | 99.83% | 99.83% |
08.11.2024 | 0.52% | 3.44 CHF | 3.45 CHF | 200'000 | 200'000 | 88'745 | 88'745 | 305'151 CHF | 306'492 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 3.42 CHF | 3.43 CHF | 200'000 | 200'000 | 89'157 | 89'157 | 305'834 CHF | 307'182 CHF | 100.00% | 100.00% |