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% | 2.97 CHF | 2.98 CHF | 35'900 | 35'900 | 34'540 | 34'540 | 107'856 CHF | 108'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 34'000 | 34'000 | 35'265 | 35'265 | 104'130 CHF | 104'483 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 32'400 | 32'400 | 32'400 | 32'400 | 102'931 CHF | 103'255 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.29 CHF | 3.30 CHF | 30'700 | 30'700 | 30'700 | 30'700 | 105'708 CHF | 106'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 32'800 | 32'800 | 32'800 | 32'800 | 113'207 CHF | 113'535 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 34'200 | 34'200 | 34'200 | 34'200 | 108'116 CHF | 108'458 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.14 CHF | 3.15 CHF | 28'400 | 28'400 | 28'400 | 28'400 | 98'827 CHF | 99'111 CHF | 99.86% | 99.86% |
11.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 30'500 | 30'500 | 31'808 | 31'808 | 120'473 CHF | 120'791 CHF | 99.69% | 99.69% |
08.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 32'100 | 32'100 | 32'100 | 32'100 | 108'596 CHF | 108'917 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 32'800 | 32'800 | 32'809 | 32'809 | 105'001 CHF | 105'329 CHF | 100.00% | 100.00% |