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 | 0.32% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'794 CHF | 78'044 CHF | 99.98% | 99.98% |
19.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'191 CHF | 77'441 CHF | 99.70% | 99.70% |
18.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'178 CHF | 77'428 CHF | 99.95% | 99.95% |
15.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'817 CHF | 78'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'929 CHF | 78'179 CHF | 99.65% | 99.65% |
13.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'821 CHF | 81'071 CHF | 99.96% | 99.96% |
12.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'091 CHF | 80'341 CHF | 99.81% | 99.81% |
11.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'218 CHF | 78'468 CHF | 98.39% | 98.39% |
08.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'675 CHF | 77'925 CHF | 99.80% | 99.80% |
07.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'151 CHF | 76'401 CHF | 99.88% | 99.88% |