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% | 3.67 CHF | 3.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'765 CHF | 376'765 CHF | 99.96% | 99.96% |
19.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 364'780 CHF | 365'780 CHF | 99.88% | 99.88% |
18.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 381'685 CHF | 382'685 CHF | 99.96% | 99.96% |
15.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 387'584 CHF | 388'598 CHF | 99.99% | 99.99% |
14.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 387'481 CHF | 388'482 CHF | 99.20% | 99.20% |
13.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 370'009 CHF | 371'015 CHF | 96.73% | 96.73% |
12.11.2024 | 0.26% | 3.72 CHF | 3.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 389'559 CHF | 390'559 CHF | 99.89% | 99.89% |
11.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 409'445 CHF | 410'445 CHF | 99.97% | 99.97% |
08.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 391'425 CHF | 392'425 CHF | 99.98% | 99.98% |
07.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 399'330 CHF | 400'330 CHF | 99.91% | 99.91% |