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 | 0.32% | 3.06 CHF | 3.07 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 147'694 CHF | 148'174 CHF | 99.43% | 99.43% |
19.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 146'203 CHF | 146'683 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 141'884 CHF | 142'364 CHF | 99.88% | 99.88% |
15.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'361 CHF | 142'861 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'357 CHF | 138'857 CHF | 98.58% | 98.58% |
13.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'569 CHF | 141'069 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'927 CHF | 142'427 CHF | 99.89% | 99.89% |
11.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 140'786 CHF | 141'266 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'327 CHF | 135'827 CHF | 98.30% | 98.30% |
07.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'132 CHF | 138'632 CHF | 100.00% | 100.00% |