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 | 0.28% | 3.48 CHF | 3.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'463 CHF | 89'713 CHF | 99.97% | 99.97% |
19.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 87'327 CHF | 87'577 CHF | 99.84% | 99.84% |
18.11.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'870 CHF | 92'120 CHF | 99.89% | 99.89% |
15.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'810 CHF | 94'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'083 CHF | 88'333 CHF | 99.57% | 99.57% |
13.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 85'839 CHF | 86'089 CHF | 99.96% | 99.96% |
12.11.2024 | 0.27% | 3.45 CHF | 3.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'368 CHF | 92'618 CHF | 99.79% | 99.79% |
11.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'425 CHF | 96'675 CHF | 99.82% | 99.82% |
08.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'953 CHF | 91'203 CHF | 99.86% | 99.86% |
07.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 86'284 CHF | 86'534 CHF | 99.90% | 99.90% |