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 | 0.25% | 3.90 CHF | 3.91 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 165'084 CHF | 165'504 CHF | 99.48% | 99.48% |
19.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 161'825 CHF | 162'245 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 162'550 CHF | 162'970 CHF | 99.90% | 99.90% |
15.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 161'452 CHF | 161'880 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 161'889 CHF | 162'317 CHF | 98.60% | 98.60% |
13.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 163'092 CHF | 163'512 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 161'673 CHF | 162'094 CHF | 99.88% | 99.88% |
11.11.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 165'348 CHF | 165'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 164'899 CHF | 165'319 CHF | 98.29% | 98.29% |
07.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 42'000 | 42'000 | 41'472 | 41'472 | 165'748 CHF | 166'162 CHF | 100.00% | 100.00% |