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 | 0.27% | 3.61 CHF | 3.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 218'540 CHF | 219'140 CHF | 99.49% | 99.49% |
19.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 216'765 CHF | 217'365 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 218'765 CHF | 219'365 CHF | 99.90% | 99.90% |
15.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 220'601 CHF | 221'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 60'000 | 60'000 | 62'730 | 62'730 | 214'037 CHF | 214'664 CHF | 98.65% | 98.65% |
13.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 219'458 CHF | 220'108 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 218'694 CHF | 219'344 CHF | 99.88% | 99.88% |
11.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 220'791 CHF | 221'441 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 216'605 CHF | 217'255 CHF | 99.04% | 99.04% |
07.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 65'000 | 65'000 | 64'057 | 64'057 | 216'573 CHF | 217'214 CHF | 100.00% | 100.00% |