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 | 0.26% | 3.80 CHF | 3.81 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 377'741 CHF | 189'371 CHF | 98.53% | 98.53% |
19.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 368'484 CHF | 184'742 CHF | 97.19% | 97.19% |
18.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 362'439 CHF | 181'719 CHF | 95.63% | 95.63% |
15.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 361'882 CHF | 181'441 CHF | 95.85% | 95.85% |
14.11.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 364'236 CHF | 182'618 CHF | 98.69% | 98.69% |
13.11.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 363'801 CHF | 182'401 CHF | 95.41% | 95.41% |
12.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 355'033 CHF | 178'016 CHF | 96.53% | 96.53% |
11.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 356'815 CHF | 178'907 CHF | 97.94% | 97.94% |
08.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 357'077 CHF | 179'038 CHF | 93.03% | 93.03% |
07.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 354'678 CHF | 177'839 CHF | 97.70% | 97.70% |