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 | 0.32% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 231'104 CHF | 231'854 CHF | 99.80% | 99.80% |
19.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'549 CHF | 211'299 CHF | 99.78% | 99.78% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'077 CHF | 213'827 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'453 CHF | 218'203 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'402 CHF | 222'152 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'058 CHF | 226'808 CHF | 99.94% | 99.94% |
12.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 234'765 CHF | 235'515 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 243'279 CHF | 244'029 CHF | 99.78% | 99.78% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 231'531 CHF | 232'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 233'821 CHF | 234'571 CHF | 99.70% | 99.70% |