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 | 0.05% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'155 CHF | 91'205 CHF | 99.99% | 99.99% |
19.11.2024 | 0.05% | 3.65 CHF | 3.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'425 CHF | 91'475 CHF | 100.00% | 100.00% |
18.11.2024 | 0.05% | 3.70 CHF | 3.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'412 CHF | 91'462 CHF | 99.77% | 99.77% |
15.11.2024 | 0.05% | 3.66 CHF | 3.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'323 CHF | 91'373 CHF | 100.00% | 100.00% |
14.11.2024 | 0.06% | 3.63 CHF | 3.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'182 CHF | 180'282 CHF | 95.92% | 95.92% |
13.11.2024 | 0.06% | 3.51 CHF | 3.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'418 CHF | 175'518 CHF | 97.72% | 97.72% |
12.11.2024 | 0.06% | 3.50 CHF | 3.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'205 CHF | 89'255 CHF | 98.70% | 98.70% |
11.11.2024 | 0.05% | 3.61 CHF | 3.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'093 CHF | 91'143 CHF | 95.92% | 95.92% |
08.11.2024 | 0.05% | 3.63 CHF | 3.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'872 CHF | 91'922 CHF | 84.64% | 84.64% |
07.11.2024 | 0.05% | 3.74 CHF | 3.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'599 CHF | 93'649 CHF | 99.99% | 99.99% |