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 | 0.31% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 160'730 CHF | 161'230 CHF | 99.38% | 99.38% |
19.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'121 CHF | 156'621 CHF | 99.28% | 99.28% |
18.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'012 CHF | 153'512 CHF | 99.31% | 99.31% |
15.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'629 CHF | 153'129 CHF | 99.39% | 99.39% |
14.11.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'847 CHF | 154'347 CHF | 99.37% | 99.37% |
13.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'616 CHF | 154'116 CHF | 99.36% | 99.36% |
12.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'259 CHF | 149'759 CHF | 99.10% | 99.10% |
11.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'112 CHF | 150'612 CHF | 99.28% | 99.28% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'101 CHF | 150'601 CHF | 99.38% | 99.38% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'858 CHF | 149'358 CHF | 99.27% | 99.27% |