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 | 0.29% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'441 CHF | 172'941 CHF | 99.42% | 99.42% |
19.11.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'820 CHF | 171'320 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 175'906 CHF | 176'406 CHF | 99.26% | 99.26% |
15.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'892 CHF | 181'392 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 186'895 CHF | 187'395 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'644 CHF | 181'144 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'620 CHF | 178'120 CHF | 99.78% | 99.78% |
11.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'719 CHF | 167'219 CHF | 99.74% | 99.74% |
08.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'543 CHF | 163'043 CHF | 99.14% | 99.14% |
07.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'533 CHF | 163'033 CHF | 100.00% | 100.00% |