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% | 3.36 CHF | 3.37 CHF | 75'000 | 75'000 | 74'373 | 74'373 | 251'597 CHF | 252'342 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 76'000 | 76'000 | 75'249 | 75'249 | 249'547 CHF | 250'300 CHF | 98.72% | 98.72% |
18.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 76'000 | 76'000 | 76'912 | 76'912 | 246'923 CHF | 247'693 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 77'000 | 77'000 | 77'412 | 77'412 | 251'194 CHF | 251'968 CHF | 70.88% | 70.88% |
14.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 76'000 | 76'000 | 75'584 | 75'584 | 250'179 CHF | 250'935 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 77'000 | 77'000 | 76'531 | 76'531 | 247'780 CHF | 248'546 CHF | 99.82% | 99.82% |
12.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 78'000 | 78'000 | 76'346 | 76'346 | 248'787 CHF | 249'551 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 78'000 | 78'000 | 75'898 | 75'898 | 251'149 CHF | 251'909 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 76'000 | 76'000 | 74'450 | 74'450 | 257'044 CHF | 257'789 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 74'000 | 74'000 | 74'411 | 74'411 | 258'509 CHF | 259'254 CHF | 100.00% | 100.00% |