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 | 0.26% | 3.84 CHF | 3.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'288 CHF | 78'488 CHF | 99.73% | 99.73% |
19.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 75'632 CHF | 75'832 CHF | 99.86% | 99.86% |
18.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'892 CHF | 77'092 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'157 CHF | 78'357 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'259 CHF | 77'459 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'896 CHF | 77'096 CHF | 99.92% | 99.92% |
12.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'972 CHF | 78'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'593 CHF | 80'793 CHF | 99.66% | 99.66% |
08.11.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'672 CHF | 78'872 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'939 CHF | 78'139 CHF | 99.70% | 99.70% |