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 | 0.27% | 3.60 CHF | 3.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 273'970 CHF | 274'720 CHF | 100.00% | 100.00% |
19.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 270'759 CHF | 271'509 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 269'717 CHF | 270'467 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 266'694 CHF | 267'444 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 259'486 CHF | 260'236 CHF | 99.57% | 99.57% |
13.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 251'023 CHF | 251'775 CHF | 99.32% | 99.32% |
12.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 252'455 CHF | 253'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 259'883 CHF | 260'633 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 251'054 CHF | 251'804 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 255'760 CHF | 256'523 CHF | 99.13% | 99.13% |