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 | 0.33% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'474 CHF | 153'974 CHF | 99.39% | 99.39% |
19.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'860 CHF | 149'360 CHF | 99.31% | 99.31% |
18.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'745 CHF | 146'245 CHF | 99.31% | 99.31% |
15.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'332 CHF | 145'832 CHF | 99.39% | 99.39% |
14.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'564 CHF | 147'064 CHF | 99.38% | 99.38% |
13.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'379 CHF | 146'879 CHF | 99.39% | 99.39% |
12.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'004 CHF | 142'504 CHF | 99.09% | 99.09% |
11.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'815 CHF | 143'315 CHF | 99.27% | 99.27% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'844 CHF | 143'344 CHF | 99.38% | 99.38% |
07.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'566 CHF | 142'066 CHF | 99.26% | 99.26% |