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 | 0.28% | 3.59 CHF | 3.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'237 CHF | 179'737 CHF | 99.97% | 99.97% |
19.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'310 CHF | 179'810 CHF | 94.16% | 94.16% |
18.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 177'134 CHF | 177'634 CHF | 99.89% | 99.89% |
15.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'624 CHF | 177'124 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'849 CHF | 175'349 CHF | 99.66% | 99.66% |
13.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'529 CHF | 174'029 CHF | 99.49% | 99.49% |
12.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'612 CHF | 172'112 CHF | 99.83% | 99.83% |
11.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'910 CHF | 172'410 CHF | 98.34% | 98.34% |
08.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'807 CHF | 175'307 CHF | 99.88% | 99.88% |
07.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'855 CHF | 177'355 CHF | 99.91% | 99.91% |