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 | 0.30% | 3.43 CHF | 3.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'835 CHF | 169'335 CHF | 99.39% | 99.39% |
19.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'773 CHF | 172'273 CHF | 99.30% | 99.30% |
18.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'026 CHF | 165'526 CHF | 99.31% | 99.31% |
15.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'296 CHF | 165'796 CHF | 99.39% | 99.39% |
14.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'480 CHF | 172'980 CHF | 99.35% | 99.35% |
13.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'881 CHF | 171'381 CHF | 99.39% | 99.39% |
12.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'507 CHF | 167'007 CHF | 99.10% | 99.10% |
11.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'747 CHF | 152'247 CHF | 99.30% | 99.30% |
08.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'192 CHF | 159'692 CHF | 99.39% | 99.39% |
07.11.2024 | 0.34% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'222 CHF | 145'722 CHF | 99.29% | 99.29% |