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 | 0.26% | 3.87 CHF | 3.88 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 186'978 CHF | 187'458 CHF | 99.48% | 99.48% |
19.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 185'480 CHF | 185'960 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 181'072 CHF | 181'552 CHF | 99.89% | 99.89% |
15.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'144 CHF | 183'644 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'079 CHF | 179'579 CHF | 98.57% | 98.57% |
13.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'258 CHF | 181'758 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 182'666 CHF | 183'166 CHF | 99.88% | 99.88% |
11.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 179'938 CHF | 180'418 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'944 CHF | 176'444 CHF | 98.29% | 98.29% |
07.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'800 CHF | 179'300 CHF | 100.00% | 100.00% |