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 | 0.54% | 3.73 CHF | 3.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 371'229 CHF | 373'229 CHF | 99.08% | 99.08% |
19.11.2024 | 0.54% | 3.69 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 372'760 CHF | 374'760 CHF | 98.18% | 98.18% |
18.11.2024 | 0.52% | 3.76 CHF | 3.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 380'491 CHF | 382'491 CHF | 98.95% | 98.95% |
15.11.2024 | 0.52% | 3.84 CHF | 3.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 384'613 CHF | 386'613 CHF | 98.99% | 98.99% |
14.11.2024 | 0.51% | 3.90 CHF | 3.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 390'311 CHF | 392'311 CHF | 98.23% | 98.23% |
13.11.2024 | 0.52% | 3.86 CHF | 3.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 384'054 CHF | 386'054 CHF | 99.00% | 99.00% |
12.11.2024 | 0.52% | 3.84 CHF | 3.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 381'243 CHF | 383'243 CHF | 98.70% | 98.70% |
11.11.2024 | 0.53% | 3.77 CHF | 3.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 375'397 CHF | 377'397 CHF | 98.86% | 98.86% |
08.11.2024 | 0.54% | 3.72 CHF | 3.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 369'726 CHF | 371'726 CHF | 99.01% | 99.01% |
07.11.2024 | 0.54% | 3.65 CHF | 3.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'993 CHF | 367'993 CHF | 98.95% | 98.95% |