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 | 0.37% | 3.14 CHF | 3.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'736 CHF | 157'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'106 CHF | 155'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'033 CHF | 150'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'468 CHF | 150'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'704 CHF | 155'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.38% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 152'818 CHF | 153'395 CHF | 99.32% | 99.32% |
12.11.2024 | 0.39% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'889 CHF | 162'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'725 CHF | 167'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'830 CHF | 162'356 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 158'816 CHF | 159'423 CHF | 99.13% | 99.13% |