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 | 0.28% | 3.57 CHF | 3.58 CHF | 75'000 | 75'000 | 74'384 | 74'384 | 267'124 CHF | 267'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 76'000 | 76'000 | 75'252 | 75'252 | 265'170 CHF | 265'923 CHF | 98.72% | 98.72% |
18.11.2024 | 0.30% | 3.53 CHF | 3.54 CHF | 76'000 | 76'000 | 76'916 | 76'916 | 262'980 CHF | 263'750 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 77'000 | 77'000 | 77'430 | 77'430 | 267'443 CHF | 268'217 CHF | 70.86% | 70.86% |
14.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 76'000 | 76'000 | 75'594 | 75'594 | 266'021 CHF | 266'778 CHF | 100.00% | 100.00% |
13.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 77'000 | 77'000 | 76'530 | 76'530 | 263'670 CHF | 264'436 CHF | 99.83% | 99.83% |
12.11.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 78'000 | 78'000 | 76'329 | 76'329 | 264'528 CHF | 265'292 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 78'000 | 78'000 | 75'841 | 75'841 | 266'620 CHF | 267'379 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 76'000 | 76'000 | 74'439 | 74'439 | 272'242 CHF | 272'987 CHF | 100.00% | 100.00% |
07.11.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 74'000 | 74'000 | 74'385 | 74'385 | 273'718 CHF | 274'462 CHF | 100.00% | 100.00% |