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% | 3.75 CHF | 3.76 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 181'004 CHF | 181'484 CHF | 99.44% | 99.44% |
19.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 179'518 CHF | 179'998 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 175'180 CHF | 175'660 CHF | 99.88% | 99.88% |
15.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'072 CHF | 177'572 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'045 CHF | 173'545 CHF | 98.61% | 98.61% |
13.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'213 CHF | 175'713 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'594 CHF | 177'094 CHF | 99.90% | 99.90% |
11.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 174'056 CHF | 174'536 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'950 CHF | 170'450 CHF | 98.30% | 98.30% |
07.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'761 CHF | 173'261 CHF | 100.00% | 100.00% |