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% | 3.69 CHF | 3.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'786 CHF | 184'286 CHF | 99.44% | 99.44% |
19.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 182'153 CHF | 182'653 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'264 CHF | 187'764 CHF | 99.27% | 99.27% |
15.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'286 CHF | 192'786 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 198'284 CHF | 198'784 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'964 CHF | 192'464 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'914 CHF | 189'414 CHF | 99.80% | 99.80% |
11.11.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'999 CHF | 178'499 CHF | 99.76% | 99.76% |
08.11.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'716 CHF | 174'216 CHF | 99.15% | 99.15% |
07.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'753 CHF | 174'253 CHF | 99.96% | 99.96% |