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 | 0.34% | 2.97 CHF | 2.98 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 445'125 CHF | 148'875 CHF | 99.38% | 99.38% |
19.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 150'000 | 50'000 | 105'679 | 64'765 | 312'703 CHF | 192'720 CHF | 99.38% | 99.38% |
18.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 229'315 CHF | 230'065 CHF | 97.61% | 97.61% |
15.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'906 CHF | 226'656 CHF | 99.38% | 99.38% |
14.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 233'415 CHF | 234'165 CHF | 99.37% | 99.37% |
13.11.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 229'813 CHF | 230'563 CHF | 96.85% | 96.85% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 234'214 CHF | 234'964 CHF | 96.81% | 96.81% |
11.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 231'406 CHF | 232'156 CHF | 99.38% | 99.38% |
08.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'766 CHF | 221'516 CHF | 90.80% | 90.80% |
07.11.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 228'365 CHF | 229'115 CHF | 98.68% | 98.68% |