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 | 0.96% | 3.16 CHF | 3.19 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 93'675 CHF | 94'568 CHF | 99.70% | 99.70% |
19.11.2024 | 0.99% | 3.09 CHF | 3.12 CHF | 30'000 | 30'000 | 29'715 | 29'715 | 91'008 CHF | 91'901 CHF | 98.90% | 98.90% |
18.11.2024 | 0.98% | 3.11 CHF | 3.14 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 91'870 CHF | 92'763 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 3.04 CHF | 3.07 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 93'252 CHF | 94'152 CHF | 71.71% | 71.71% |
14.11.2024 | 0.96% | 3.12 CHF | 3.15 CHF | 30'000 | 30'000 | 29'718 | 29'713 | 93'251 CHF | 94'128 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 3.14 CHF | 3.17 CHF | 30'000 | 30'000 | 29'702 | 29'702 | 94'123 CHF | 95'015 CHF | 94.54% | 94.54% |
12.11.2024 | 0.91% | 3.22 CHF | 3.25 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 98'586 CHF | 99'478 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 3.32 CHF | 3.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 98'942 CHF | 99'834 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 3.34 CHF | 3.37 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 98'855 CHF | 99'748 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 3.28 CHF | 3.31 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 96'452 CHF | 97'344 CHF | 100.00% | 100.00% |