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 | 0.35% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 142'708 CHF | 143'205 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 143'909 CHF | 144'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 144'724 CHF | 145'204 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 143'860 CHF | 144'331 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 144'527 CHF | 145'004 CHF | 99.39% | 99.39% |
13.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 144'069 CHF | 144'545 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 144'068 CHF | 144'540 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 145'888 CHF | 146'358 CHF | 99.93% | 99.93% |
08.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 144'796 CHF | 145'274 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 145'662 CHF | 146'132 CHF | 100.00% | 100.00% |