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 | 0.30% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'900 CHF | 167'400 CHF | 99.39% | 99.39% |
19.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'679 CHF | 162'179 CHF | 99.30% | 99.30% |
18.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'372 CHF | 169'872 CHF | 99.27% | 99.27% |
15.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'512 CHF | 168'012 CHF | 99.37% | 99.37% |
14.11.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'940 CHF | 163'440 CHF | 99.38% | 99.38% |
13.11.2024 | 0.31% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'407 CHF | 160'907 CHF | 99.39% | 99.39% |
12.11.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'222 CHF | 166'722 CHF | 99.08% | 99.08% |
11.11.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'385 CHF | 165'885 CHF | 99.25% | 99.25% |
08.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'054 CHF | 158'554 CHF | 99.39% | 99.39% |
07.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 172'269 CHF | 172'769 CHF | 99.26% | 99.26% |