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 | 0.32% | 3.14 CHF | 3.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'444 CHF | 47'594 CHF | 99.98% | 99.98% |
19.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'934 CHF | 46'084 CHF | 99.85% | 99.85% |
18.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'389 CHF | 46'539 CHF | 99.94% | 99.94% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'184 CHF | 47'334 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'879 CHF | 47'029 CHF | 99.66% | 99.66% |
13.11.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'565 CHF | 46'715 CHF | 99.95% | 99.95% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'232 CHF | 47'382 CHF | 99.83% | 99.83% |
11.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'669 CHF | 48'819 CHF | 99.82% | 99.82% |
08.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'417 CHF | 48'567 CHF | 99.86% | 99.86% |
07.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'731 CHF | 47'881 CHF | 99.90% | 99.90% |