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 | 0.85% | 3.39 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'492 CHF | 175'977 CHF | 99.28% | 99.28% |
19.11.2024 | 0.59% | 3.38 CHF | 3.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'816 CHF | 167'810 CHF | 98.46% | 98.46% |
18.11.2024 | 0.64% | 3.44 CHF | 3.46 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 149'252 CHF | 150'164 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 3.60 CHF | 3.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 180'533 CHF | 181'533 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 3.67 CHF | 3.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'372 CHF | 182'372 CHF | 65.38% | 65.38% |
13.11.2024 | 0.58% | 3.53 CHF | 3.55 CHF | 50'000 | 50'000 | 49'437 | 49'437 | 172'564 CHF | 173'557 CHF | 97.42% | 97.42% |
12.11.2024 | 0.55% | 3.47 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'386 CHF | 182'391 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 3.77 CHF | 3.79 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 182'620 CHF | 183'607 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 3.59 CHF | 3.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'573 CHF | 180'573 CHF | 96.01% | 96.01% |
07.11.2024 | 0.56% | 3.65 CHF | 3.67 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 176'443 CHF | 177'423 CHF | 98.73% | 98.73% |