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 | 0.36% | 2.69 CHF | 2.70 CHF | 129'900 | 129'900 | 130'503 | 130'503 | 358'253 CHF | 359'558 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 130'900 | 130'900 | 128'974 | 128'974 | 351'358 CHF | 352'648 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 127'700 | 127'700 | 126'252 | 126'252 | 352'940 CHF | 354'203 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 125'400 | 125'400 | 126'482 | 126'482 | 359'449 CHF | 360'714 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 127'300 | 127'300 | 126'999 | 126'999 | 356'662 CHF | 357'932 CHF | 99.91% | 99.91% |
13.11.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 126'900 | 126'900 | 128'047 | 128'047 | 360'766 CHF | 362'047 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 128'800 | 128'800 | 127'896 | 127'896 | 357'920 CHF | 359'199 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 127'300 | 127'300 | 126'214 | 126'214 | 357'203 CHF | 358'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 125'500 | 125'500 | 123'510 | 123'510 | 354'479 CHF | 355'714 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 122'200 | 122'200 | 125'204 | 125'204 | 370'412 CHF | 371'664 CHF | 100.00% | 100.00% |