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 | 0.33% | 2.99 CHF | 3.00 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 144'303 CHF | 144'783 CHF | 99.48% | 99.48% |
19.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 142'788 CHF | 143'268 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 138'426 CHF | 138'906 CHF | 99.89% | 99.89% |
15.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'741 CHF | 139'241 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'665 CHF | 135'165 CHF | 98.66% | 98.66% |
13.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'840 CHF | 137'340 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'257 CHF | 138'757 CHF | 99.88% | 99.88% |
11.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 137'310 CHF | 137'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'572 CHF | 132'072 CHF | 98.29% | 98.29% |
07.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'474 CHF | 134'974 CHF | 100.00% | 100.00% |