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% | 3.19 CHF | 3.20 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 360'820 CHF | 361'943 CHF | 99.48% | 99.48% |
19.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 360'522 CHF | 361'652 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 359'900 CHF | 361'030 CHF | 99.89% | 99.89% |
15.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 359'699 CHF | 360'836 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 357'152 CHF | 358'298 CHF | 98.63% | 98.63% |
13.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 354'932 CHF | 356'087 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 354'764 CHF | 355'920 CHF | 99.88% | 99.88% |
11.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 357'562 CHF | 358'708 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 354'609 CHF | 355'768 CHF | 98.29% | 98.29% |
07.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 357'551 CHF | 358'696 CHF | 100.00% | 100.00% |