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 | 0.25% | 3.99 CHF | 4.00 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 192'406 CHF | 192'886 CHF | 99.44% | 99.44% |
19.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 190'876 CHF | 191'356 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 186'544 CHF | 187'024 CHF | 99.88% | 99.88% |
15.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'861 CHF | 189'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'856 CHF | 185'356 CHF | 98.56% | 98.56% |
13.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'069 CHF | 187'569 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'411 CHF | 188'911 CHF | 99.88% | 99.88% |
11.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 185'419 CHF | 185'899 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'745 CHF | 182'245 CHF | 98.30% | 98.30% |
07.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'591 CHF | 185'091 CHF | 100.00% | 100.00% |