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 | 0.30% | 3.33 CHF | 3.34 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 376'584 CHF | 377'707 CHF | 99.44% | 99.44% |
19.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 376'461 CHF | 377'590 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 375'886 CHF | 377'016 CHF | 99.88% | 99.88% |
15.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 375'684 CHF | 376'821 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 373'304 CHF | 374'450 CHF | 98.61% | 98.61% |
13.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 371'230 CHF | 372'385 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 371'153 CHF | 372'309 CHF | 99.90% | 99.90% |
11.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 114'000 | 114'000 | 114'636 | 114'636 | 373'749 CHF | 374'896 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 371'025 CHF | 372'184 CHF | 98.30% | 98.30% |
07.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 373'657 CHF | 374'803 CHF | 100.00% | 100.00% |