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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 52'000 | 52'000 | 52'068 | 52'068 | 172'021 CHF | 172'542 CHF | 100.00% | 100.00% |
20.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 169'450 CHF | 169'980 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 170'118 CHF | 170'642 CHF | 99.84% | 99.84% |
18.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 168'779 CHF | 169'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 169'194 CHF | 169'725 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 52'000 | 52'000 | 52'697 | 52'697 | 171'019 CHF | 171'546 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.39 CHF | 3.40 CHF | 52'000 | 52'000 | 53'301 | 53'301 | 167'547 CHF | 168'080 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.37 CHF | 3.38 CHF | 52'000 | 52'000 | 49'973 | 49'973 | 184'070 CHF | 184'569 CHF | 98.74% | 98.74% |
11.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 187'692 CHF | 188'182 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 49'000 | 49'000 | 49'780 | 49'780 | 184'902 CHF | 185'400 CHF | 98.88% | 98.88% |