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 | 0.32% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 154'612 CHF | 155'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 155'516 CHF | 156'001 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 156'248 CHF | 156'728 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 155'186 CHF | 155'657 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 155'984 CHF | 156'461 CHF | 99.39% | 99.39% |
13.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 155'504 CHF | 155'980 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 155'391 CHF | 155'862 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 157'198 CHF | 157'668 CHF | 99.93% | 99.93% |
08.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 156'308 CHF | 156'786 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 157'030 CHF | 157'500 CHF | 100.00% | 100.00% |