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 | 0.33% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 151'138 CHF | 151'635 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 152'131 CHF | 152'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 152'887 CHF | 153'367 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 151'883 CHF | 152'353 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 152'642 CHF | 153'119 CHF | 99.34% | 99.34% |
13.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 152'170 CHF | 152'645 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 152'088 CHF | 152'560 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 153'899 CHF | 154'369 CHF | 99.93% | 99.93% |
08.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 152'951 CHF | 153'428 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 153'716 CHF | 154'186 CHF | 100.00% | 100.00% |