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 | 0.31% | 3.16 CHF | 3.17 CHF | 32'100 | 32'100 | 31'263 | 31'263 | 101'512 CHF | 101'825 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 32'200 | 32'200 | 31'353 | 31'353 | 100'226 CHF | 100'540 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 32'500 | 32'500 | 31'654 | 31'654 | 101'636 CHF | 101'952 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 32'800 | 32'800 | 31'945 | 31'945 | 100'902 CHF | 101'222 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 32'200 | 32'200 | 31'358 | 31'358 | 96'603 CHF | 96'916 CHF | 99.35% | 99.35% |
13.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 32'200 | 32'200 | 31'362 | 31'362 | 101'249 CHF | 101'563 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 30'700 | 30'700 | 29'900 | 29'900 | 95'832 CHF | 96'131 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 28'700 | 28'700 | 27'952 | 27'952 | 94'743 CHF | 95'022 CHF | 99.93% | 99.93% |
08.11.2024 | 0.26% | 3.65 CHF | 3.66 CHF | 25'200 | 25'200 | 23'338 | 23'338 | 90'759 CHF | 90'993 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 26'100 | 26'100 | 25'409 | 25'409 | 110'829 CHF | 111'083 CHF | 98.39% | 98.39% |