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 | 0.33% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'191 CHF | 151'691 CHF | 99.46% | 99.46% |
19.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'666 CHF | 150'166 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'619 CHF | 155'119 CHF | 99.30% | 99.30% |
15.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'594 CHF | 160'094 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'557 CHF | 166'057 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'465 CHF | 159'965 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'460 CHF | 156'960 CHF | 99.82% | 99.82% |
11.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'627 CHF | 146'127 CHF | 99.78% | 99.78% |
08.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'613 CHF | 142'113 CHF | 99.17% | 99.17% |
07.11.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'544 CHF | 142'044 CHF | 99.96% | 99.96% |