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 | 0.73% | 3.06 CHF | 3.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'001 CHF | 157'148 CHF | 99.64% | 99.64% |
19.11.2024 | 0.79% | 2.88 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'836 CHF | 143'975 CHF | 96.67% | 96.67% |
18.11.2024 | 0.90% | 2.92 CHF | 2.94 CHF | 50'000 | 50'000 | 44'486 | 44'486 | 128'399 CHF | 129'501 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 2.91 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'231 CHF | 148'409 CHF | 97.65% | 97.65% |
14.11.2024 | 0.78% | 2.98 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'865 CHF | 151'046 CHF | 99.42% | 99.42% |
13.11.2024 | 0.78% | 3.04 CHF | 3.06 CHF | 50'000 | 50'000 | 49'435 | 49'435 | 151'103 CHF | 152'274 CHF | 98.22% | 98.22% |
12.11.2024 | 0.76% | 3.05 CHF | 3.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'415 CHF | 159'622 CHF | 99.54% | 99.54% |
11.11.2024 | 0.73% | 3.27 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'724 CHF | 164'917 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 3.16 CHF | 3.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'098 CHF | 157'291 CHF | 96.69% | 96.69% |
07.11.2024 | 0.78% | 3.15 CHF | 3.17 CHF | 50'000 | 50'000 | 48'702 | 48'702 | 153'591 CHF | 154'774 CHF | 99.02% | 99.02% |