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 | 0.29% | 3.42 CHF | 3.43 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 182'102 CHF | 182'632 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 182'643 CHF | 183'167 CHF | 99.87% | 99.87% |
18.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 181'376 CHF | 181'905 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 181'823 CHF | 182'353 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 52'000 | 52'000 | 52'697 | 52'697 | 183'592 CHF | 184'119 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.63 CHF | 3.64 CHF | 52'000 | 52'000 | 53'300 | 53'300 | 180'238 CHF | 180'771 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 3.61 CHF | 3.62 CHF | 52'000 | 52'000 | 49'972 | 49'972 | 195'970 CHF | 196'470 CHF | 98.76% | 98.76% |
11.11.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 199'399 CHF | 199'889 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 49'000 | 49'000 | 49'781 | 49'781 | 196'801 CHF | 197'299 CHF | 98.92% | 98.92% |
07.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 50'000 | 50'000 | 49'122 | 49'122 | 195'909 CHF | 196'401 CHF | 100.00% | 100.00% |