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% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'269 CHF | 161'769 CHF | 99.39% | 99.39% |
19.11.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 165'934 CHF | 166'434 CHF | 99.29% | 99.29% |
18.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'786 CHF | 158'286 CHF | 99.30% | 99.30% |
15.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'921 CHF | 156'421 CHF | 99.39% | 99.39% |
14.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'906 CHF | 165'406 CHF | 99.38% | 99.38% |
13.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'627 CHF | 164'127 CHF | 99.39% | 99.39% |
12.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'878 CHF | 159'378 CHF | 99.10% | 99.10% |
11.11.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'498 CHF | 158'998 CHF | 99.25% | 99.25% |
08.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 159'060 CHF | 159'560 CHF | 99.38% | 99.38% |
07.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'329 CHF | 162'829 CHF | 99.30% | 99.30% |