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 | 0.30% | 3.35 CHF | 3.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 202'036 CHF | 202'636 CHF | 99.73% | 99.73% |
19.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 200'102 CHF | 200'702 CHF | 99.85% | 99.85% |
18.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 194'686 CHF | 195'286 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 188'195 CHF | 188'795 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 183'405 CHF | 184'005 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 185'962 CHF | 186'562 CHF | 99.95% | 99.95% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 187'605 CHF | 188'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 193'258 CHF | 193'858 CHF | 99.66% | 99.66% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 179'619 CHF | 180'219 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 183'012 CHF | 183'612 CHF | 99.70% | 99.70% |