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 | 0.31% | 3.15 CHF | 3.16 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 152'319 CHF | 152'799 CHF | 99.49% | 99.49% |
19.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 150'814 CHF | 151'294 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 146'452 CHF | 146'932 CHF | 99.90% | 99.90% |
15.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'081 CHF | 147'581 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'024 CHF | 143'524 CHF | 98.66% | 98.66% |
13.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'205 CHF | 145'705 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'584 CHF | 147'084 CHF | 99.88% | 99.88% |
11.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 145'327 CHF | 145'807 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'890 CHF | 140'390 CHF | 98.29% | 98.29% |
07.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'756 CHF | 143'256 CHF | 100.00% | 100.00% |