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 | 0.34% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 146'177 CHF | 146'674 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 147'295 CHF | 147'780 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 148'085 CHF | 148'565 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 147'166 CHF | 147'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 47'000 | 47'000 | 47'679 | 47'679 | 147'869 CHF | 148'346 CHF | 99.33% | 99.33% |
13.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 147'406 CHF | 147'882 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 147'371 CHF | 147'843 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 149'187 CHF | 149'657 CHF | 99.93% | 99.93% |
08.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 148'156 CHF | 148'634 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 148'985 CHF | 149'455 CHF | 100.00% | 100.00% |