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% | 3.09 CHF | 3.10 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 164'798 CHF | 165'328 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 165'537 CHF | 166'060 CHF | 99.90% | 99.90% |
18.11.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 164'104 CHF | 164'632 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 164'478 CHF | 165'009 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 52'000 | 52'000 | 52'696 | 52'696 | 166'388 CHF | 166'915 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.31 CHF | 3.32 CHF | 52'000 | 52'000 | 53'300 | 53'300 | 162'856 CHF | 163'389 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.29 CHF | 3.30 CHF | 52'000 | 52'000 | 49'992 | 49'992 | 179'654 CHF | 180'154 CHF | 99.80% | 99.80% |
11.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 183'598 CHF | 184'088 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 49'000 | 49'000 | 49'781 | 49'781 | 180'684 CHF | 181'182 CHF | 98.96% | 98.96% |
07.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 49'122 | 49'122 | 180'074 CHF | 180'566 CHF | 100.00% | 100.00% |