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 | 0.35% | 2.86 CHF | 2.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 171'548 CHF | 172'148 CHF | 99.73% | 99.73% |
19.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 166'581 CHF | 167'181 CHF | 99.84% | 99.84% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'428 CHF | 173'028 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'652 CHF | 176'252 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 174'269 CHF | 174'869 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 167'566 CHF | 168'166 CHF | 99.95% | 99.95% |
12.11.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 179'076 CHF | 179'676 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 181'424 CHF | 182'024 CHF | 99.65% | 99.65% |
08.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 176'450 CHF | 177'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 178'789 CHF | 179'389 CHF | 99.70% | 99.70% |