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 | 0.27% | 3.63 CHF | 3.64 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 175'264 CHF | 175'744 CHF | 99.48% | 99.48% |
19.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 173'768 CHF | 174'248 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 169'386 CHF | 169'866 CHF | 99.89% | 99.89% |
15.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'955 CHF | 171'455 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'917 CHF | 167'417 CHF | 98.66% | 98.66% |
13.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'104 CHF | 169'604 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'471 CHF | 170'971 CHF | 99.88% | 99.88% |
11.11.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 48'000 | 48'000 | 48'004 | 48'003 | 168'262 CHF | 168'739 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'816 CHF | 164'316 CHF | 98.29% | 98.29% |
07.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'626 CHF | 167'126 CHF | 100.00% | 100.00% |