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% | 3.35 CHF | 3.36 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 306'032 CHF | 306'932 CHF | 99.44% | 99.44% |
19.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 297'466 CHF | 298'366 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 301'741 CHF | 302'641 CHF | 99.88% | 99.88% |
15.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 300'248 CHF | 301'148 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 302'229 CHF | 303'129 CHF | 98.58% | 98.58% |
13.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 90'000 | 90'000 | 89'998 | 89'998 | 299'929 CHF | 300'829 CHF | 99.87% | 99.87% |
12.11.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 90'000 | 90'000 | 89'719 | 89'719 | 306'968 CHF | 307'865 CHF | 99.90% | 99.90% |
11.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 85'000 | 85'000 | 88'431 | 88'431 | 304'937 CHF | 305'821 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 90'000 | 90'000 | 89'983 | 89'983 | 305'084 CHF | 305'984 CHF | 98.30% | 98.30% |
07.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 299'683 CHF | 300'533 CHF | 100.00% | 100.00% |