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 | 0.29% | 3.42 CHF | 3.43 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 165'190 CHF | 165'670 CHF | 99.44% | 99.44% |
19.11.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 163'707 CHF | 164'187 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 159'344 CHF | 159'824 CHF | 99.88% | 99.88% |
15.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'569 CHF | 161'069 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'527 CHF | 157'027 CHF | 98.52% | 98.52% |
13.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'710 CHF | 159'210 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'074 CHF | 160'574 CHF | 99.90% | 99.90% |
11.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 158'247 CHF | 158'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'412 CHF | 153'912 CHF | 98.30% | 98.30% |
07.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'259 CHF | 156'759 CHF | 100.00% | 100.00% |