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% | 3.74 CHF | 3.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 283'759 CHF | 284'509 CHF | 99.39% | 99.39% |
19.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 280'904 CHF | 281'654 CHF | 99.28% | 99.28% |
18.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 285'768 CHF | 286'518 CHF | 99.30% | 99.30% |
15.11.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 285'855 CHF | 286'605 CHF | 99.39% | 99.39% |
14.11.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 282'599 CHF | 283'349 CHF | 99.35% | 99.35% |
13.11.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 284'349 CHF | 285'099 CHF | 99.38% | 99.38% |
12.11.2024 | 0.26% | 3.72 CHF | 3.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 283'838 CHF | 284'588 CHF | 99.09% | 99.09% |
11.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 291'678 CHF | 292'428 CHF | 99.31% | 99.31% |
08.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 288'477 CHF | 289'227 CHF | 99.39% | 99.39% |
07.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 293'345 CHF | 294'095 CHF | 99.30% | 99.30% |