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% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'224 CHF | 173'724 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 163'788 CHF | 164'288 CHF | 99.92% | 99.92% |
18.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'556 CHF | 170'056 CHF | 99.91% | 99.91% |
15.11.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'346 CHF | 173'846 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 179'366 CHF | 179'866 CHF | 99.99% | 99.99% |
13.11.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 176'863 CHF | 177'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.67 CHF | 3.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 199'585 CHF | 200'085 CHF | 99.70% | 99.70% |
11.11.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'892 CHF | 206'392 CHF | 99.91% | 99.91% |
08.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 193'710 CHF | 194'210 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 201'941 CHF | 202'441 CHF | 99.90% | 99.90% |