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% | 3.66 CHF | 3.67 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 155'013 CHF | 155'433 CHF | 99.47% | 99.47% |
19.11.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 151'744 CHF | 152'164 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 152'484 CHF | 152'904 CHF | 99.89% | 99.89% |
15.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 151'199 CHF | 151'626 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 151'633 CHF | 152'060 CHF | 98.61% | 98.61% |
13.11.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 153'031 CHF | 153'451 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 151'589 CHF | 152'010 CHF | 99.88% | 99.88% |
11.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 155'321 CHF | 155'740 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 154'867 CHF | 155'287 CHF | 98.29% | 98.29% |
07.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 42'000 | 42'000 | 41'472 | 41'472 | 155'825 CHF | 156'240 CHF | 100.00% | 100.00% |