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 | 0.55% | 3.48 CHF | 3.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 178'873 CHF | 179'862 CHF | 99.28% | 99.28% |
19.11.2024 | 0.58% | 3.47 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'319 CHF | 172'310 CHF | 98.46% | 98.46% |
18.11.2024 | 0.63% | 3.53 CHF | 3.55 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 152'818 CHF | 153'730 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 3.68 CHF | 3.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'166 CHF | 185'166 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 3.73 CHF | 3.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 185'160 CHF | 186'160 CHF | 99.22% | 99.22% |
13.11.2024 | 0.56% | 3.60 CHF | 3.62 CHF | 50'000 | 50'000 | 49'438 | 49'438 | 176'376 CHF | 177'369 CHF | 97.43% | 97.43% |
12.11.2024 | 0.54% | 3.55 CHF | 3.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'978 CHF | 185'987 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 3.84 CHF | 3.86 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 185'927 CHF | 186'915 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 3.67 CHF | 3.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'411 CHF | 184'411 CHF | 96.01% | 96.01% |
07.11.2024 | 0.55% | 3.72 CHF | 3.74 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 179'969 CHF | 180'949 CHF | 98.73% | 98.73% |