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 | 0.28% | 3.51 CHF | 3.52 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 169'368 CHF | 169'848 CHF | 99.48% | 99.48% |
19.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 167'844 CHF | 168'324 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 163'480 CHF | 163'960 CHF | 99.89% | 99.89% |
15.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'824 CHF | 165'324 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'736 CHF | 161'236 CHF | 98.53% | 98.53% |
13.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'949 CHF | 163'449 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'305 CHF | 164'805 CHF | 99.88% | 99.88% |
11.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 162'365 CHF | 162'845 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'607 CHF | 158'107 CHF | 98.29% | 98.29% |
07.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'506 CHF | 161'006 CHF | 100.00% | 100.00% |