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 | 0.34% | 2.90 CHF | 2.91 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 244'604 CHF | 245'434 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 241'794 CHF | 242'624 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 245'742 CHF | 246'561 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 245'977 CHF | 246'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 243'823 CHF | 244'649 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 83'000 | 83'000 | 83'754 | 83'754 | 238'091 CHF | 238'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 239'228 CHF | 240'060 CHF | 99.85% | 99.85% |
11.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 245'867 CHF | 246'678 CHF | 99.68% | 99.68% |
08.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 83'000 | 83'000 | 79'157 | 79'157 | 242'190 CHF | 243'003 CHF | 98.79% | 98.79% |
07.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 261'174 CHF | 261'946 CHF | 100.00% | 100.00% |