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 | 0.86% | 3.41 CHF | 3.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 259'980 CHF | 262'230 CHF | 98.82% | 98.82% |
19.11.2024 | 0.58% | 3.40 CHF | 3.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 257'258 CHF | 258'758 CHF | 99.94% | 99.94% |
18.11.2024 | 0.64% | 3.46 CHF | 3.48 CHF | 75'000 | 75'000 | 69'858 | 69'858 | 238'553 CHF | 240'053 CHF | 97.62% | 97.62% |
15.11.2024 | 0.59% | 3.40 CHF | 3.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 252'869 CHF | 254'369 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 3.34 CHF | 3.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 245'829 CHF | 247'329 CHF | 99.57% | 99.57% |
13.11.2024 | 0.63% | 3.20 CHF | 3.22 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 237'463 CHF | 238'960 CHF | 99.32% | 99.32% |
12.11.2024 | 0.63% | 3.10 CHF | 3.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 238'638 CHF | 240'138 CHF | 99.36% | 99.36% |
11.11.2024 | 0.61% | 3.29 CHF | 3.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 246'117 CHF | 247'617 CHF | 95.09% | 95.09% |
08.11.2024 | 0.63% | 3.15 CHF | 3.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'144 CHF | 238'644 CHF | 99.38% | 99.38% |
07.11.2024 | 0.62% | 3.26 CHF | 3.28 CHF | 75'000 | 75'000 | 73'687 | 73'687 | 241'967 CHF | 243'467 CHF | 96.33% | 96.33% |