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% | 3.08 CHF | 3.09 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 305'505 CHF | 153'253 CHF | 98.53% | 98.53% |
19.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 296'311 CHF | 148'655 CHF | 97.19% | 97.19% |
18.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 290'052 CHF | 145'526 CHF | 95.58% | 95.58% |
15.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 289'333 CHF | 145'166 CHF | 95.85% | 95.85% |
14.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 291'760 CHF | 146'380 CHF | 98.71% | 98.71% |
13.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 291'218 CHF | 146'109 CHF | 95.46% | 95.46% |
12.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 282'564 CHF | 141'782 CHF | 96.37% | 96.37% |
11.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 284'265 CHF | 142'633 CHF | 97.97% | 97.97% |
08.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 284'366 CHF | 142'683 CHF | 93.03% | 93.03% |
07.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 281'691 CHF | 141'345 CHF | 97.71% | 97.71% |