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 | 0.30% | 3.30 CHF | 3.31 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 159'294 CHF | 159'774 CHF | 99.44% | 99.44% |
19.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 157'773 CHF | 158'253 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 153'429 CHF | 153'909 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'362 CHF | 154'862 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'323 CHF | 150'823 CHF | 98.57% | 98.57% |
13.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'556 CHF | 153'056 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'925 CHF | 154'425 CHF | 99.88% | 99.88% |
11.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 152'321 CHF | 152'801 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'231 CHF | 147'731 CHF | 98.30% | 98.30% |
07.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'089 CHF | 150'589 CHF | 100.00% | 100.00% |