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 | 0.29% | 3.37 CHF | 3.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 254'819 CHF | 255'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 251'654 CHF | 252'404 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 242'596 CHF | 243'346 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 231'634 CHF | 232'384 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'682 CHF | 224'432 CHF | 99.56% | 99.56% |
13.11.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 75'000 | 75'000 | 74'442 | 74'442 | 226'278 CHF | 227'043 CHF | 99.32% | 99.32% |
12.11.2024 | 0.43% | 3.00 CHF | 3.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'660 CHF | 231'660 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 3.16 CHF | 3.18 CHF | 75'000 | 75'000 | 61'884 | 61'884 | 197'906 CHF | 198'810 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.90 CHF | 2.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'386 CHF | 218'245 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 2.97 CHF | 2.99 CHF | 100'000 | 100'000 | 71'387 | 71'387 | 212'934 CHF | 214'050 CHF | 97.53% | 97.53% |