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% | 3.53 CHF | 3.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'629 CHF | 90'879 CHF | 99.97% | 99.97% |
19.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'531 CHF | 88'781 CHF | 99.77% | 99.77% |
18.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'009 CHF | 93'259 CHF | 99.89% | 99.89% |
15.11.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'810 CHF | 95'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'230 CHF | 89'480 CHF | 99.60% | 99.60% |
13.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 87'060 CHF | 87'310 CHF | 99.95% | 99.95% |
12.11.2024 | 0.27% | 3.50 CHF | 3.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'518 CHF | 93'768 CHF | 99.77% | 99.77% |
11.11.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'461 CHF | 97'711 CHF | 99.80% | 99.80% |
08.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'123 CHF | 92'373 CHF | 99.88% | 99.88% |
07.11.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 87'522 CHF | 87'772 CHF | 99.90% | 99.90% |