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 | 0.31% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 160'296 CHF | 160'786 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 49'524 | 49'520 | 158'696 CHF | 159'178 CHF | 98.73% | 98.73% |
18.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 163'688 CHF | 164'176 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'104 CHF | 170'604 CHF | 70.80% | 70.80% |
14.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 174'480 CHF | 174'976 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 168'543 CHF | 169'039 CHF | 99.70% | 99.70% |
12.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 165'558 CHF | 166'054 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 154'764 CHF | 155'260 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 150'906 CHF | 151'402 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 150'755 CHF | 151'251 CHF | 100.00% | 100.00% |