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 | 0.33% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 152'180 CHF | 152'676 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 49'525 | 49'525 | 148'046 CHF | 148'542 CHF | 98.90% | 98.90% |
18.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 152'935 CHF | 153'431 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'308 CHF | 157'808 CHF | 71.93% | 71.93% |
14.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 154'364 CHF | 154'860 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 148'861 CHF | 149'357 CHF | 99.41% | 99.41% |
12.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 49'534 | 49'529 | 158'426 CHF | 158'908 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 160'314 CHF | 160'809 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 156'174 CHF | 156'670 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 158'114 CHF | 158'610 CHF | 100.00% | 100.00% |