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% | 3.81 CHF | 3.82 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 347'265 CHF | 348'165 CHF | 99.43% | 99.43% |
19.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 338'703 CHF | 339'603 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 342'994 CHF | 343'894 CHF | 99.88% | 99.88% |
15.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 341'479 CHF | 342'379 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 343'475 CHF | 344'375 CHF | 98.60% | 98.60% |
13.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 90'000 | 90'000 | 89'999 | 89'999 | 341'143 CHF | 342'043 CHF | 99.86% | 99.86% |
12.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 90'000 | 90'000 | 89'719 | 89'719 | 348'066 CHF | 348'964 CHF | 99.88% | 99.88% |
11.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 85'000 | 85'000 | 88'431 | 88'431 | 345'461 CHF | 346'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 90'000 | 90'000 | 89'983 | 89'983 | 346'275 CHF | 347'174 CHF | 98.30% | 98.30% |
07.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 338'589 CHF | 339'439 CHF | 100.00% | 100.00% |