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% | 3.21 CHF | 3.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 192'755 CHF | 193'355 CHF | 99.73% | 99.73% |
19.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 187'729 CHF | 188'329 CHF | 99.84% | 99.84% |
18.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 193'596 CHF | 194'196 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 196'836 CHF | 197'436 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 195'405 CHF | 196'005 CHF | 99.96% | 99.96% |
13.11.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 188'734 CHF | 189'334 CHF | 99.95% | 99.95% |
12.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 200'249 CHF | 200'849 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 202'585 CHF | 203'185 CHF | 99.65% | 99.65% |
08.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 197'588 CHF | 198'188 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 199'931 CHF | 200'531 CHF | 99.70% | 99.70% |