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% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'278 CHF | 167'778 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'789 CHF | 158'289 CHF | 99.90% | 99.90% |
18.11.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'573 CHF | 164'073 CHF | 99.91% | 99.91% |
15.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'378 CHF | 167'878 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'443 CHF | 173'943 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 170'928 CHF | 171'428 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.55 CHF | 3.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'794 CHF | 194'294 CHF | 99.71% | 99.71% |
11.11.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 200'129 CHF | 200'629 CHF | 99.91% | 99.91% |
08.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'860 CHF | 188'360 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 196'120 CHF | 196'620 CHF | 99.90% | 99.90% |