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 | 0.15% | 32.70 CHF | 32.75 CHF | 3'300 | 3'300 | 3'287 | 3'287 | 109'964 CHF | 110'128 CHF | 99.44% | 99.44% |
19.11.2024 | 0.15% | 32.75 CHF | 32.80 CHF | 3'300 | 3'300 | 3'286 | 3'286 | 106'369 CHF | 106'533 CHF | 100.00% | 100.00% |
18.11.2024 | 0.15% | 33.75 CHF | 33.80 CHF | 3'400 | 3'400 | 3'389 | 3'389 | 112'856 CHF | 113'025 CHF | 99.88% | 99.88% |
15.11.2024 | 0.15% | 32.40 CHF | 32.45 CHF | 3'400 | 3'400 | 3'400 | 3'400 | 110'039 CHF | 110'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.16% | 31.80 CHF | 31.85 CHF | 3'500 | 3'500 | 3'500 | 3'500 | 109'265 CHF | 109'440 CHF | 98.55% | 98.55% |
13.11.2024 | 0.17% | 30.10 CHF | 30.15 CHF | 3'600 | 3'600 | 3'600 | 3'600 | 108'921 CHF | 109'101 CHF | 99.90% | 99.90% |
12.11.2024 | 0.16% | 30.05 CHF | 30.10 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 101'458 CHF | 101'618 CHF | 99.88% | 99.88% |
11.11.2024 | 0.15% | 33.95 CHF | 34.00 CHF | 3'100 | 3'100 | 3'131 | 3'131 | 106'996 CHF | 107'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.15% | 32.90 CHF | 32.95 CHF | 3'300 | 3'300 | 3'252 | 3'252 | 108'429 CHF | 108'592 CHF | 99.05% | 99.05% |
07.11.2024 | 0.15% | 34.00 CHF | 34.05 CHF | 2'900 | 2'900 | 2'925 | 2'925 | 100'288 CHF | 100'434 CHF | 99.90% | 99.90% |