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 | 0.27% | 3.80 CHF | 3.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 186'580 CHF | 187'080 CHF | 99.39% | 99.39% |
19.11.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'207 CHF | 191'707 CHF | 99.29% | 99.29% |
18.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'122 CHF | 183'622 CHF | 99.28% | 99.28% |
15.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 181'334 CHF | 181'834 CHF | 99.39% | 99.39% |
14.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 190'287 CHF | 190'787 CHF | 99.38% | 99.38% |
13.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 189'019 CHF | 189'519 CHF | 99.39% | 99.39% |
12.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'253 CHF | 184'753 CHF | 99.09% | 99.09% |
11.11.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 183'934 CHF | 184'434 CHF | 99.24% | 99.24% |
08.11.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'510 CHF | 185'010 CHF | 99.39% | 99.39% |
07.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 187'878 CHF | 188'378 CHF | 99.27% | 99.27% |