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% | 3.64 CHF | 3.65 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 154'406 CHF | 154'826 CHF | 99.43% | 99.43% |
19.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 151'172 CHF | 151'592 CHF | 100.00% | 100.00% |
18.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 151'886 CHF | 152'306 CHF | 99.88% | 99.88% |
15.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 150'643 CHF | 151'071 CHF | 100.00% | 100.00% |
14.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 151'072 CHF | 151'500 CHF | 98.60% | 98.60% |
13.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 152'445 CHF | 152'865 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 151'011 CHF | 151'432 CHF | 99.89% | 99.89% |
11.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 154'705 CHF | 155'124 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 154'264 CHF | 154'684 CHF | 98.30% | 98.30% |
07.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 155'203 CHF | 155'618 CHF | 100.00% | 100.00% |