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 | 0.29% | 3.43 CHF | 3.44 CHF | 75'000 | 75'000 | 74'378 | 74'378 | 256'765 CHF | 257'509 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76'000 | 76'000 | 75'239 | 75'239 | 254'715 CHF | 255'468 CHF | 98.72% | 98.72% |
18.11.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 76'000 | 76'000 | 76'921 | 76'921 | 252'290 CHF | 253'060 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 77'000 | 77'000 | 77'430 | 77'430 | 256'641 CHF | 257'415 CHF | 70.86% | 70.86% |
14.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 76'000 | 76'000 | 75'594 | 75'594 | 255'477 CHF | 256'234 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 253'057 CHF | 253'823 CHF | 99.83% | 99.83% |
12.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 78'000 | 78'000 | 76'339 | 76'339 | 254'014 CHF | 254'778 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 78'000 | 78'000 | 75'883 | 75'883 | 256'311 CHF | 257'070 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 76'000 | 76'000 | 74'451 | 74'451 | 262'115 CHF | 262'860 CHF | 100.00% | 100.00% |
07.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 74'000 | 74'000 | 74'400 | 74'400 | 263'555 CHF | 264'300 CHF | 100.00% | 100.00% |