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 | 0.32% | 3.06 CHF | 3.07 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 287'652 CHF | 288'583 CHF | 100.00% | 100.00% |
19.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 286'931 CHF | 287'866 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 92'000 | 92'000 | 92'630 | 92'630 | 288'671 CHF | 289'597 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 287'623 CHF | 288'549 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 286'021 CHF | 286'957 CHF | 99.33% | 99.33% |
13.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 280'859 CHF | 281'816 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.91 CHF | 2.92 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 283'889 CHF | 284'835 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 286'398 CHF | 287'328 CHF | 99.93% | 99.93% |
08.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 94'000 | 94'000 | 92'902 | 92'902 | 287'676 CHF | 288'605 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 91'000 | 91'000 | 91'391 | 91'391 | 289'345 CHF | 290'259 CHF | 100.00% | 100.00% |