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 | 0.62% | 3.11 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'231 CHF | 161'219 CHF | 99.28% | 99.28% |
19.11.2024 | 0.64% | 3.10 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'828 CHF | 153'816 CHF | 98.46% | 98.46% |
18.11.2024 | 0.70% | 3.15 CHF | 3.17 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 136'636 CHF | 137'548 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 3.30 CHF | 3.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'355 CHF | 166'355 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 3.35 CHF | 3.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'305 CHF | 167'305 CHF | 99.22% | 99.22% |
13.11.2024 | 0.63% | 3.23 CHF | 3.25 CHF | 50'000 | 50'000 | 49'438 | 49'438 | 157'869 CHF | 158'862 CHF | 97.43% | 97.43% |
12.11.2024 | 0.61% | 3.17 CHF | 3.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'154 CHF | 167'166 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 3.46 CHF | 3.48 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 167'496 CHF | 168'484 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 3.29 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'636 CHF | 165'636 CHF | 96.01% | 96.01% |
07.11.2024 | 0.61% | 3.34 CHF | 3.36 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 161'739 CHF | 162'718 CHF | 98.73% | 98.73% |