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 | 0.34% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'588 CHF | 149'088 CHF | 99.72% | 99.72% |
19.11.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'768 CHF | 152'268 CHF | 95.47% | 95.47% |
18.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'849 CHF | 160'349 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'864 CHF | 161'364 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'421 CHF | 163'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'443 CHF | 160'943 CHF | 96.72% | 96.72% |
12.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'904 CHF | 169'404 CHF | 99.80% | 99.80% |
11.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'771 CHF | 174'271 CHF | 99.66% | 99.66% |
08.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'891 CHF | 169'391 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'561 CHF | 171'061 CHF | 99.70% | 99.70% |