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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.88% | 3.44 CHF | 3.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 254'178 CHF | 256'428 CHF | 99.58% | 99.58% |
20.11.2024 | 0.97% | 3.01 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'105 CHF | 232'355 CHF | 98.82% | 98.82% |
19.11.2024 | 0.66% | 3.01 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 227'306 CHF | 228'806 CHF | 99.94% | 99.94% |
18.11.2024 | 0.73% | 3.06 CHF | 3.08 CHF | 75'000 | 75'000 | 69'943 | 69'943 | 210'961 CHF | 212'461 CHF | 97.20% | 97.20% |
15.11.2024 | 0.67% | 3.01 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'019 CHF | 224'519 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 2.94 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'977 CHF | 217'477 CHF | 99.57% | 99.57% |
13.11.2024 | 0.72% | 2.80 CHF | 2.82 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 207'845 CHF | 209'343 CHF | 99.32% | 99.32% |
12.11.2024 | 0.72% | 2.70 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'812 CHF | 210'312 CHF | 99.36% | 99.36% |
11.11.2024 | 0.69% | 2.90 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'232 CHF | 217'732 CHF | 93.97% | 93.97% |
08.11.2024 | 0.72% | 2.75 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'278 CHF | 208'778 CHF | 99.48% | 99.48% |