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 | 0.28% | 3.53 CHF | 3.54 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 170'384 CHF | 170'864 CHF | 99.44% | 99.44% |
19.11.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 168'916 CHF | 169'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 164'553 CHF | 165'033 CHF | 99.88% | 99.88% |
15.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'935 CHF | 166'435 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'898 CHF | 162'398 CHF | 98.59% | 98.59% |
13.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'088 CHF | 164'588 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'457 CHF | 165'957 CHF | 99.88% | 99.88% |
11.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 163'436 CHF | 163'916 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'802 CHF | 159'302 CHF | 98.30% | 98.30% |
07.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'629 CHF | 162'129 CHF | 100.00% | 100.00% |