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 | 0.29% | 3.39 CHF | 3.40 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 163'761 CHF | 164'241 CHF | 99.47% | 99.47% |
19.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 162'274 CHF | 162'754 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 157'882 CHF | 158'362 CHF | 99.89% | 99.89% |
15.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'966 CHF | 159'466 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'936 CHF | 155'436 CHF | 98.63% | 98.63% |
13.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'137 CHF | 157'637 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'548 CHF | 159'048 CHF | 99.88% | 99.88% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 156'779 CHF | 157'259 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'840 CHF | 152'340 CHF | 98.29% | 98.29% |
07.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'663 CHF | 155'163 CHF | 100.00% | 100.00% |