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 | 0.30% | 3.36 CHF | 3.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 498'785 CHF | 500'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 510'862 CHF | 512'362 CHF | 99.92% | 99.92% |
18.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 247'210 CHF | 247'960 CHF | 99.91% | 99.91% |
15.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 245'422 CHF | 246'172 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 252'139 CHF | 252'889 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 260'051 CHF | 260'801 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 259'502 CHF | 260'252 CHF | 99.71% | 99.71% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 244'681 CHF | 245'431 CHF | 99.91% | 99.91% |
08.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 242'794 CHF | 243'544 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'287 CHF | 225'037 CHF | 99.91% | 99.91% |