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 | 0.92% | 3.49 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'631 CHF | 176'251 CHF | 19.40% | 19.40% |
19.11.2024 | 0.74% | 3.33 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'626 CHF | 165'855 CHF | 95.42% | 95.42% |
18.11.2024 | 0.80% | 3.41 CHF | 3.43 CHF | 50'000 | 50'000 | 44'486 | 44'486 | 149'990 CHF | 151'141 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 3.33 CHF | 3.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'035 CHF | 168'276 CHF | 99.47% | 99.47% |
14.11.2024 | 0.71% | 3.43 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'946 CHF | 170'142 CHF | 99.44% | 99.44% |
13.11.2024 | 0.73% | 3.33 CHF | 3.35 CHF | 50'000 | 50'000 | 49'555 | 49'555 | 165'355 CHF | 166'568 CHF | 98.80% | 98.80% |
12.11.2024 | 0.71% | 3.40 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'167 CHF | 175'411 CHF | 98.96% | 98.96% |
11.11.2024 | 0.69% | 3.58 CHF | 3.61 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 171'880 CHF | 173'065 CHF | 98.65% | 98.65% |
08.11.2024 | 0.71% | 3.41 CHF | 3.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'515 CHF | 172'737 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 3.63 CHF | 3.65 CHF | 50'000 | 50'000 | 48'701 | 48'701 | 178'036 CHF | 179'252 CHF | 98.93% | 98.93% |