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 | 0.31% | 3.18 CHF | 3.19 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 135'041 CHF | 135'461 CHF | 99.47% | 99.47% |
19.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 131'764 CHF | 132'184 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 132'513 CHF | 132'933 CHF | 99.89% | 99.89% |
15.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 130'885 CHF | 131'312 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 131'300 CHF | 131'728 CHF | 98.64% | 98.64% |
13.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 133'075 CHF | 133'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 131'588 CHF | 132'009 CHF | 99.88% | 99.88% |
11.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 135'435 CHF | 135'853 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 134'935 CHF | 135'355 CHF | 98.29% | 98.29% |
07.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 136'141 CHF | 136'556 CHF | 100.00% | 100.00% |