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% | 3.71 CHF | 3.72 CHF | 188'000 | 188'000 | 101'963 | 101'963 | 382'843 CHF | 383'866 CHF | 99.89% | 99.89% |
19.11.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 185'000 | 185'000 | 102'509 | 102'509 | 384'422 CHF | 385'449 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.79 CHF | 3.80 CHF | 185'000 | 185'000 | 102'562 | 102'562 | 380'882 CHF | 381'911 CHF | 99.89% | 99.89% |
15.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 188'000 | 188'000 | 103'027 | 103'027 | 381'413 CHF | 382'445 CHF | 99.90% | 99.90% |
14.11.2024 | 0.28% | 3.73 CHF | 3.74 CHF | 188'000 | 188'000 | 103'136 | 103'136 | 380'391 CHF | 381'424 CHF | 99.16% | 99.16% |
13.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 190'000 | 190'000 | 104'289 | 104'289 | 376'384 CHF | 377'429 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 190'000 | 190'000 | 104'506 | 104'506 | 378'207 CHF | 379'254 CHF | 99.26% | 99.26% |
11.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 190'000 | 190'000 | 103'591 | 103'591 | 378'079 CHF | 379'117 CHF | 99.66% | 99.66% |
08.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 190'000 | 190'000 | 102'655 | 102'655 | 380'592 CHF | 381'620 CHF | 97.40% | 97.40% |
07.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 190'000 | 190'000 | 105'264 | 105'264 | 378'756 CHF | 379'811 CHF | 100.00% | 100.00% |