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 | 0.26% | 3.87 CHF | 3.88 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 164'037 CHF | 164'457 CHF | 99.44% | 99.44% |
19.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 160'815 CHF | 161'235 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 161'520 CHF | 161'940 CHF | 99.88% | 99.88% |
15.11.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 160'449 CHF | 160'877 CHF | 100.00% | 100.00% |
14.11.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 160'864 CHF | 161'292 CHF | 98.55% | 98.55% |
13.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 162'060 CHF | 162'480 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 160'650 CHF | 161'071 CHF | 99.90% | 99.90% |
11.11.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 164'290 CHF | 164'709 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 163'890 CHF | 164'310 CHF | 98.30% | 98.30% |
07.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 164'702 CHF | 165'117 CHF | 100.00% | 100.00% |