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% | 3.10 CHF | 3.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 236'887 CHF | 237'637 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 233'873 CHF | 234'623 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 232'825 CHF | 233'575 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 229'611 CHF | 230'361 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'395 CHF | 223'145 CHF | 99.57% | 99.57% |
13.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 214'220 CHF | 214'974 CHF | 99.32% | 99.32% |
12.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'368 CHF | 216'118 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'001 CHF | 223'751 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'150 CHF | 214'900 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 73'704 | 73'704 | 219'501 CHF | 220'264 CHF | 99.13% | 99.13% |