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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'015 CHF | 184'515 CHF | 99.39% | 99.39% |
20.11.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 182'637 CHF | 183'137 CHF | 99.38% | 99.38% |
19.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'944 CHF | 90'194 CHF | 99.25% | 99.25% |
18.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'823 CHF | 90'073 CHF | 99.30% | 99.30% |
15.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'929 CHF | 89'179 CHF | 99.39% | 99.39% |
14.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'800 CHF | 89'050 CHF | 99.35% | 99.35% |
13.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 87'291 CHF | 87'541 CHF | 99.39% | 99.39% |
12.11.2024 | 0.27% | 3.53 CHF | 3.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'841 CHF | 91'091 CHF | 99.09% | 99.09% |
11.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'378 CHF | 93'628 CHF | 99.27% | 99.27% |
08.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'607 CHF | 92'857 CHF | 99.38% | 99.38% |