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 | 0.06% | 3.20 CHF | 3.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'889 CHF | 80'939 CHF | 99.99% | 99.99% |
19.11.2024 | 0.06% | 3.24 CHF | 3.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'171 CHF | 81'221 CHF | 100.00% | 100.00% |
18.11.2024 | 0.06% | 3.29 CHF | 3.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'127 CHF | 81'177 CHF | 99.77% | 99.77% |
15.11.2024 | 0.06% | 3.25 CHF | 3.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'020 CHF | 81'070 CHF | 99.99% | 99.99% |
14.11.2024 | 0.06% | 3.22 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'613 CHF | 159'713 CHF | 95.92% | 95.92% |
13.11.2024 | 0.06% | 3.10 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'841 CHF | 154'941 CHF | 97.72% | 97.72% |
12.11.2024 | 0.06% | 3.09 CHF | 3.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'927 CHF | 78'977 CHF | 98.70% | 98.70% |
11.11.2024 | 0.06% | 3.20 CHF | 3.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'802 CHF | 80'852 CHF | 95.92% | 95.92% |
08.11.2024 | 0.06% | 3.22 CHF | 3.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'566 CHF | 81'616 CHF | 84.64% | 84.64% |
07.11.2024 | 0.06% | 3.33 CHF | 3.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 83'257 CHF | 83'307 CHF | 99.99% | 99.99% |