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% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'975 CHF | 163'475 CHF | 99.46% | 99.46% |
19.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'380 CHF | 161'880 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'425 CHF | 166'925 CHF | 99.30% | 99.30% |
15.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'398 CHF | 171'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'394 CHF | 177'894 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'202 CHF | 171'702 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'184 CHF | 168'684 CHF | 99.82% | 99.82% |
11.11.2024 | 0.32% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'318 CHF | 157'818 CHF | 99.78% | 99.78% |
08.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'206 CHF | 153'706 CHF | 99.11% | 99.11% |
07.11.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'189 CHF | 153'689 CHF | 99.96% | 99.96% |