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 | 0.28% | 3.52 CHF | 3.53 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 122'768 CHF | 123'114 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 123'352 CHF | 123'690 CHF | 100.00% | 100.00% |
18.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 125'816 CHF | 126'154 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 34'000 | 34'000 | 33'431 | 33'431 | 124'914 CHF | 125'248 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 125'759 CHF | 126'098 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 125'183 CHF | 125'513 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 120'357 CHF | 120'706 CHF | 99.85% | 99.85% |
11.11.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 122'235 CHF | 122'583 CHF | 99.69% | 99.69% |
08.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 36'000 | 36'000 | 35'127 | 35'127 | 119'892 CHF | 120'244 CHF | 99.23% | 99.23% |
07.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 35'000 | 35'000 | 35'059 | 35'059 | 119'744 CHF | 120'095 CHF | 99.39% | 99.39% |