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 | 0.30% | 3.34 CHF | 3.35 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 177'838 CHF | 178'368 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 178'435 CHF | 178'959 CHF | 99.91% | 99.91% |
18.11.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 177'161 CHF | 177'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 177'536 CHF | 178'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 52'000 | 52'000 | 52'697 | 52'697 | 179'359 CHF | 179'886 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.55 CHF | 3.56 CHF | 52'000 | 52'000 | 53'300 | 53'300 | 175'975 CHF | 176'508 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.53 CHF | 3.54 CHF | 52'000 | 52'000 | 49'992 | 49'992 | 191'962 CHF | 192'462 CHF | 99.83% | 99.83% |
11.11.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 195'646 CHF | 196'136 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 49'000 | 49'000 | 49'780 | 49'780 | 192'944 CHF | 193'442 CHF | 98.97% | 98.97% |
07.11.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 49'122 | 49'122 | 192'148 CHF | 192'639 CHF | 100.00% | 100.00% |