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 | 0.34% | 2.89 CHF | 2.90 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 100'934 CHF | 101'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 101'970 CHF | 102'308 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 104'399 CHF | 104'737 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 34'000 | 34'000 | 33'432 | 33'432 | 103'724 CHF | 104'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 104'309 CHF | 104'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 104'346 CHF | 104'677 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 98'168 CHF | 98'517 CHF | 99.87% | 99.87% |
11.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 100'077 CHF | 100'426 CHF | 99.69% | 99.69% |
08.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 36'000 | 36'000 | 35'127 | 35'127 | 97'494 CHF | 97'845 CHF | 99.21% | 99.21% |
07.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 97'373 CHF | 97'724 CHF | 99.39% | 99.39% |