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 | 0.31% | 3.27 CHF | 3.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'828 CHF | 81'078 CHF | 99.73% | 99.73% |
19.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'674 CHF | 80'924 CHF | 99.85% | 99.85% |
18.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'065 CHF | 79'315 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'951 CHF | 78'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'783 CHF | 78'033 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'774 CHF | 79'024 CHF | 99.94% | 99.94% |
12.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'896 CHF | 78'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'606 CHF | 75'856 CHF | 99.67% | 99.67% |
08.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'883 CHF | 76'133 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'333 CHF | 73'583 CHF | 99.69% | 99.69% |