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 | 0.32% | 3.07 CHF | 3.08 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 107'312 CHF | 107'658 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 108'148 CHF | 108'487 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 110'641 CHF | 110'979 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 34'000 | 34'000 | 33'431 | 33'431 | 109'887 CHF | 110'221 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 110'564 CHF | 110'903 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 110'357 CHF | 110'687 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 104'677 CHF | 105'027 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 106'568 CHF | 106'917 CHF | 99.69% | 99.69% |
08.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 36'000 | 36'000 | 35'127 | 35'127 | 104'075 CHF | 104'427 CHF | 99.23% | 99.23% |
07.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 103'883 CHF | 104'233 CHF | 99.39% | 99.39% |