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 | 0.26% | 3.72 CHF | 3.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'471 CHF | 188'971 CHF | 99.37% | 99.37% |
20.11.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'154 CHF | 187'654 CHF | 99.38% | 99.38% |
19.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 188'209 CHF | 188'709 CHF | 99.27% | 99.27% |
18.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'204 CHF | 179'704 CHF | 99.31% | 99.31% |
15.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'789 CHF | 181'289 CHF | 99.39% | 99.39% |
14.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 192'052 CHF | 192'552 CHF | 99.35% | 99.35% |
13.11.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'847 CHF | 197'347 CHF | 99.39% | 99.39% |
12.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'431 CHF | 191'931 CHF | 99.08% | 99.08% |
11.11.2024 | 0.26% | 3.69 CHF | 3.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 189'638 CHF | 190'138 CHF | 99.30% | 99.30% |
08.11.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'855 CHF | 213'355 CHF | 99.38% | 99.38% |