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% | 3.31 CHF | 3.32 CHF | 109'000 | 109'000 | 109'226 | 109'226 | 358'548 CHF | 359'640 CHF | 99.64% | 99.64% |
20.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 350'552 CHF | 351'675 CHF | 99.44% | 99.44% |
19.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 350'233 CHF | 351'363 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 349'665 CHF | 350'795 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 349'308 CHF | 350'444 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 346'698 CHF | 347'844 CHF | 98.58% | 98.58% |
13.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 344'429 CHF | 345'584 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 344'350 CHF | 345'505 CHF | 99.90% | 99.90% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 347'219 CHF | 348'366 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 344'160 CHF | 345'319 CHF | 98.30% | 98.30% |