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% | 3.11 CHF | 3.12 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 284'625 CHF | 285'525 CHF | 99.43% | 99.43% |
19.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 276'061 CHF | 276'961 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 280'275 CHF | 281'175 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 278'648 CHF | 279'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 280'827 CHF | 281'727 CHF | 98.53% | 98.53% |
13.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 89'999 | 89'999 | 278'493 CHF | 279'393 CHF | 99.86% | 99.86% |
12.11.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 90'000 | 90'000 | 89'717 | 89'717 | 285'597 CHF | 286'495 CHF | 99.89% | 99.89% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 85'000 | 85'000 | 88'431 | 88'431 | 283'873 CHF | 284'758 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 90'000 | 90'000 | 89'983 | 89'983 | 283'677 CHF | 284'577 CHF | 98.30% | 98.30% |
07.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 279'468 CHF | 280'318 CHF | 100.00% | 100.00% |