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 | 146'178 CHF | 146'675 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% | 3.13 CHF | 3.14 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 147'636 CHF | 148'107 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 148'347 CHF | 148'823 CHF | 99.34% | 99.34% |
13.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 147'882 CHF | 148'358 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 147'843 CHF | 148'314 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 149'657 CHF | 150'127 CHF | 99.93% | 99.93% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 48'000 | 48'000 | 47'759 | 47'759 | 148'633 CHF | 149'111 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 149'454 CHF | 149'924 CHF | 100.00% | 100.00% |