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 | 0.29% | 3.38 CHF | 3.39 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 117'892 CHF | 118'238 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 118'527 CHF | 118'866 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 120'988 CHF | 121'327 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 34'000 | 34'000 | 33'432 | 33'432 | 120'139 CHF | 120'474 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 120'922 CHF | 121'261 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 120'556 CHF | 120'886 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 115'307 CHF | 115'656 CHF | 99.86% | 99.86% |
11.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 117'201 CHF | 117'549 CHF | 99.70% | 99.70% |
08.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 36'000 | 36'000 | 35'128 | 35'128 | 114'795 CHF | 115'147 CHF | 99.24% | 99.24% |
07.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 114'625 CHF | 114'975 CHF | 99.39% | 99.39% |