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 | 0.30% | 3.31 CHF | 3.32 CHF | 27'710 | 27'710 | 27'250 | 27'250 | 91'658 CHF | 91'931 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 27'860 | 27'860 | 27'688 | 27'688 | 90'530 CHF | 90'807 CHF | 98.92% | 98.92% |
18.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 27'700 | 27'700 | 27'547 | 27'547 | 91'367 CHF | 91'643 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 27'930 | 27'930 | 27'963 | 27'963 | 92'217 CHF | 92'496 CHF | 72.18% | 72.18% |
14.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 27'680 | 27'680 | 27'548 | 27'548 | 91'512 CHF | 91'788 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 27'900 | 27'900 | 27'681 | 27'681 | 91'257 CHF | 91'534 CHF | 98.63% | 98.63% |
12.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 27'730 | 27'730 | 27'227 | 27'227 | 92'196 CHF | 92'469 CHF | 99.71% | 99.71% |
11.11.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 27'200 | 27'200 | 27'138 | 27'138 | 92'644 CHF | 92'915 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 27'770 | 27'770 | 27'485 | 27'485 | 92'171 CHF | 92'446 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 27'230 | 27'230 | 26'941 | 26'941 | 94'026 CHF | 94'296 CHF | 100.00% | 100.00% |