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 | 0.31% | 3.23 CHF | 3.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 195'117 CHF | 195'717 CHF | 99.73% | 99.73% |
19.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 193'295 CHF | 193'895 CHF | 99.82% | 99.82% |
18.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 187'851 CHF | 188'451 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 181'361 CHF | 181'961 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 176'514 CHF | 177'114 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 179'071 CHF | 179'671 CHF | 99.95% | 99.95% |
12.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 180'782 CHF | 181'382 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 186'405 CHF | 187'005 CHF | 99.71% | 99.71% |
08.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'807 CHF | 173'407 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 176'201 CHF | 176'801 CHF | 99.70% | 99.70% |