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 | 0.29% | 3.30 CHF | 3.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'060 CHF | 34'160 CHF | 99.64% | 99.64% |
19.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'052 CHF | 33'152 CHF | 96.33% | 96.33% |
18.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'108 CHF | 33'208 CHF | 99.81% | 99.81% |
15.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'254 CHF | 34'354 CHF | 97.71% | 97.71% |
14.11.2024 | 0.29% | 3.60 CHF | 3.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'790 CHF | 34'890 CHF | 97.49% | 97.49% |
13.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'657 CHF | 32'757 CHF | 97.53% | 97.53% |
12.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 10'000 | 10'000 | 10'000 | 9'998 | 34'370 CHF | 34'464 CHF | 99.79% | 99.79% |
11.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 37'246 CHF | 37'346 CHF | 99.60% | 99.60% |
08.11.2024 | 0.27% | 3.59 CHF | 3.60 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'494 CHF | 36'594 CHF | 99.88% | 99.88% |
07.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 39'003 CHF | 39'103 CHF | 99.89% | 99.89% |