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% | 3.58 CHF | 3.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 326'732 CHF | 327'632 CHF | 99.44% | 99.44% |
19.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 318'166 CHF | 319'066 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 322'441 CHF | 323'341 CHF | 99.88% | 99.88% |
15.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 320'948 CHF | 321'848 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 322'929 CHF | 323'829 CHF | 98.53% | 98.53% |
13.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 90'000 | 90'000 | 89'998 | 89'998 | 320'628 CHF | 321'528 CHF | 99.87% | 99.87% |
12.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 90'000 | 90'000 | 89'719 | 89'719 | 327'603 CHF | 328'501 CHF | 99.90% | 99.90% |
11.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 85'000 | 85'000 | 88'431 | 88'431 | 325'276 CHF | 326'160 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 90'000 | 90'000 | 89'983 | 89'983 | 325'780 CHF | 326'680 CHF | 98.30% | 98.30% |
07.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 319'232 CHF | 320'082 CHF | 100.00% | 100.00% |