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% | 3.38 CHF | 3.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 257'887 CHF | 258'637 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 254'873 CHF | 255'623 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 253'825 CHF | 254'575 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 250'611 CHF | 251'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 243'395 CHF | 244'145 CHF | 99.57% | 99.57% |
13.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 235'228 CHF | 235'983 CHF | 99.32% | 99.32% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 236'368 CHF | 237'118 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 244'001 CHF | 244'751 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 235'150 CHF | 235'900 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 240'138 CHF | 240'901 CHF | 99.13% | 99.13% |