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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 40'000 | 40'000 | 39'997 | 40'000 | 134'680 CHF | 135'089 CHF | 100.00% | 100.00% |
20.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 130'424 CHF | 130'824 CHF | 99.73% | 99.73% |
19.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 132'479 CHF | 132'879 CHF | 99.85% | 99.85% |
18.11.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 130'310 CHF | 130'710 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 130'058 CHF | 130'458 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 132'350 CHF | 132'750 CHF | 99.96% | 99.96% |
13.11.2024 | 0.31% | 3.45 CHF | 3.46 CHF | 40'000 | 40'000 | 40'000 | 39'998 | 128'326 CHF | 128'719 CHF | 99.95% | 99.95% |
12.11.2024 | 0.27% | 3.44 CHF | 3.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 149'563 CHF | 149'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 155'595 CHF | 155'995 CHF | 99.66% | 99.66% |
08.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 150'911 CHF | 151'311 CHF | 100.00% | 100.00% |