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 | 0.26% | 3.69 CHF | 3.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'328 CHF | 94'578 CHF | 99.95% | 99.95% |
19.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'075 CHF | 91'325 CHF | 99.85% | 99.85% |
18.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'411 CHF | 92'661 CHF | 99.89% | 99.89% |
15.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'438 CHF | 93'688 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'771 CHF | 96'021 CHF | 99.66% | 99.66% |
13.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'533 CHF | 94'783 CHF | 99.96% | 99.96% |
12.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'058 CHF | 94'308 CHF | 99.83% | 99.83% |
11.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'344 CHF | 96'594 CHF | 99.80% | 99.80% |
08.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'469 CHF | 93'719 CHF | 99.88% | 99.88% |
07.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'400 CHF | 93'650 CHF | 99.90% | 99.90% |