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 | 0.64% | 3.05 CHF | 3.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 232'901 CHF | 234'401 CHF | 98.82% | 98.82% |
19.11.2024 | 0.65% | 3.04 CHF | 3.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 229'824 CHF | 231'324 CHF | 99.94% | 99.94% |
18.11.2024 | 0.72% | 3.09 CHF | 3.11 CHF | 75'000 | 75'000 | 69'764 | 69'764 | 212'730 CHF | 214'230 CHF | 98.08% | 98.08% |
15.11.2024 | 0.66% | 3.04 CHF | 3.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'553 CHF | 227'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 2.98 CHF | 3.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'601 CHF | 220'101 CHF | 99.57% | 99.57% |
13.11.2024 | 0.71% | 2.84 CHF | 2.86 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 210'769 CHF | 212'267 CHF | 99.32% | 99.32% |
12.11.2024 | 0.71% | 2.75 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'799 CHF | 213'299 CHF | 99.36% | 99.36% |
11.11.2024 | 0.68% | 2.93 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'073 CHF | 220'573 CHF | 95.09% | 95.09% |
08.11.2024 | 0.71% | 2.79 CHF | 2.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'398 CHF | 211'898 CHF | 99.79% | 99.79% |
07.11.2024 | 0.70% | 2.90 CHF | 2.92 CHF | 75'000 | 75'000 | 73'692 | 73'692 | 215'382 CHF | 216'882 CHF | 96.70% | 96.70% |