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 | 0.33% | 3.08 CHF | 3.09 CHF | 75'900 | 75'900 | 76'981 | 76'981 | 235'132 CHF | 235'901 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 77'700 | 77'700 | 74'747 | 74'747 | 220'828 CHF | 221'575 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 72'800 | 72'800 | 72'860 | 72'860 | 227'955 CHF | 228'683 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 72'900 | 72'900 | 72'349 | 72'349 | 229'740 CHF | 230'464 CHF | 98.67% | 98.67% |
14.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 72'000 | 72'000 | 75'934 | 75'934 | 243'975 CHF | 244'734 CHF | 99.91% | 99.91% |
13.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 78'500 | 78'500 | 79'101 | 79'101 | 234'374 CHF | 235'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 79'600 | 79'600 | 80'321 | 80'321 | 234'190 CHF | 234'993 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 80'800 | 80'800 | 85'730 | 85'730 | 242'066 CHF | 242'923 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 89'000 | 89'000 | 87'012 | 87'012 | 223'229 CHF | 224'099 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 85'700 | 85'700 | 84'733 | 84'733 | 225'514 CHF | 226'362 CHF | 100.00% | 100.00% |