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% | 3.14 CHF | 3.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'288 CHF | 64'488 CHF | 99.73% | 99.73% |
19.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 61'652 CHF | 61'852 CHF | 99.92% | 99.92% |
18.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'892 CHF | 63'092 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'175 CHF | 64'375 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'281 CHF | 63'481 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'917 CHF | 63'117 CHF | 99.92% | 99.92% |
12.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'990 CHF | 64'190 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 66'630 CHF | 66'830 CHF | 99.66% | 99.66% |
08.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'690 CHF | 64'890 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 63'958 CHF | 64'158 CHF | 99.70% | 99.70% |