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 | 0.27% | 3.73 CHF | 3.74 CHF | 59'000 | 59'000 | 58'416 | 58'416 | 219'302 CHF | 219'887 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 59'000 | 59'000 | 58'429 | 58'429 | 217'505 CHF | 218'090 CHF | 98.91% | 98.91% |
18.11.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 60'000 | 60'000 | 59'437 | 59'437 | 215'945 CHF | 216'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 61'000 | 61'000 | 61'145 | 61'145 | 215'564 CHF | 216'176 CHF | 71.80% | 71.80% |
14.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 61'000 | 61'000 | 61'407 | 61'407 | 211'429 CHF | 212'043 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 61'000 | 61'000 | 61'199 | 61'199 | 213'378 CHF | 213'991 CHF | 99.35% | 99.35% |
12.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 62'000 | 62'000 | 60'569 | 60'569 | 212'854 CHF | 213'460 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 61'000 | 61'000 | 59'592 | 59'592 | 215'098 CHF | 215'694 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 63'000 | 63'000 | 62'300 | 62'300 | 210'683 CHF | 211'306 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 62'000 | 62'000 | 61'924 | 61'924 | 212'934 CHF | 213'554 CHF | 100.00% | 100.00% |