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% | 3.24 CHF | 3.25 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 321'664 CHF | 161'332 CHF | 98.52% | 98.52% |
19.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 312'470 CHF | 156'735 CHF | 97.19% | 97.19% |
18.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 306'278 CHF | 153'639 CHF | 95.38% | 95.38% |
15.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 305'540 CHF | 153'270 CHF | 95.85% | 95.85% |
14.11.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 307'985 CHF | 154'492 CHF | 98.69% | 98.69% |
13.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 307'483 CHF | 154'242 CHF | 95.50% | 95.50% |
12.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 298'794 CHF | 149'897 CHF | 96.45% | 96.45% |
11.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 300'480 CHF | 150'740 CHF | 97.97% | 97.97% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 300'673 CHF | 150'837 CHF | 93.01% | 93.01% |
07.11.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 298'077 CHF | 149'538 CHF | 97.69% | 97.69% |