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 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 74'361 | 74'361 | 225'683 CHF | 226'427 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 76'000 | 76'000 | 75'226 | 75'226 | 223'380 CHF | 224'133 CHF | 98.72% | 98.72% |
18.11.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 76'000 | 76'000 | 76'893 | 76'893 | 220'055 CHF | 220'825 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 77'000 | 77'000 | 77'476 | 77'476 | 224'382 CHF | 225'157 CHF | 70.85% | 70.85% |
14.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 76'000 | 76'000 | 75'582 | 75'582 | 223'790 CHF | 224'547 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 77'000 | 77'000 | 76'528 | 76'528 | 221'240 CHF | 222'006 CHF | 99.70% | 99.70% |
12.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 78'000 | 78'000 | 76'334 | 76'334 | 222'304 CHF | 223'068 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 78'000 | 78'000 | 75'826 | 75'826 | 224'703 CHF | 225'462 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 76'000 | 76'000 | 74'444 | 74'444 | 231'537 CHF | 232'282 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 74'000 | 74'000 | 74'393 | 74'393 | 232'905 CHF | 233'650 CHF | 100.00% | 100.00% |