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 | 0.54% | 3.29 CHF | 3.30 CHF | 200'000 | 200'000 | 89'138 | 89'138 | 293'752 CHF | 295'101 CHF | 99.90% | 99.90% |
19.11.2024 | 0.54% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 89'177 | 89'177 | 292'106 CHF | 293'455 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 3.38 CHF | 3.39 CHF | 200'000 | 200'000 | 88'890 | 88'890 | 298'955 CHF | 300'301 CHF | 99.90% | 99.90% |
15.11.2024 | 0.54% | 3.40 CHF | 3.41 CHF | 190'000 | 190'000 | 87'824 | 87'824 | 295'872 CHF | 297'208 CHF | 99.90% | 99.90% |
14.11.2024 | 0.92% | 3.38 CHF | 3.39 CHF | 200'000 | 200'000 | 65'679 | 65'679 | 222'265 CHF | 223'492 CHF | 96.40% | 96.40% |
13.11.2024 | 0.52% | 3.43 CHF | 3.44 CHF | 190'000 | 190'000 | 85'128 | 85'128 | 292'414 CHF | 293'702 CHF | 99.92% | 99.92% |
12.11.2024 | 0.52% | 3.44 CHF | 3.45 CHF | 190'000 | 190'000 | 84'503 | 84'503 | 291'218 CHF | 292'496 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 3.42 CHF | 3.43 CHF | 190'000 | 190'000 | 85'232 | 85'232 | 293'329 CHF | 294'622 CHF | 99.83% | 99.83% |
08.11.2024 | 0.54% | 3.36 CHF | 3.37 CHF | 200'000 | 200'000 | 88'746 | 88'746 | 297'334 CHF | 298'675 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 3.33 CHF | 3.34 CHF | 200'000 | 200'000 | 89'157 | 89'157 | 298'006 CHF | 299'355 CHF | 100.00% | 100.00% |