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 | 0.28% | 3.61 CHF | 3.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'355 CHF | 179'855 CHF | 99.39% | 99.39% |
19.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'741 CHF | 175'241 CHF | 99.29% | 99.29% |
18.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'685 CHF | 172'185 CHF | 99.31% | 99.31% |
15.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'315 CHF | 171'815 CHF | 99.39% | 99.39% |
14.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'521 CHF | 173'021 CHF | 99.36% | 99.36% |
13.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'329 CHF | 172'829 CHF | 99.36% | 99.36% |
12.11.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'938 CHF | 168'438 CHF | 99.10% | 99.10% |
11.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'788 CHF | 169'288 CHF | 99.22% | 99.22% |
08.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'871 CHF | 169'371 CHF | 99.39% | 99.39% |
07.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'713 CHF | 168'213 CHF | 99.27% | 99.27% |