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% | 3.20 CHF | 3.21 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 135'693 CHF | 136'113 CHF | 99.43% | 99.43% |
19.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 132'423 CHF | 132'843 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 133'178 CHF | 133'598 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 131'556 CHF | 131'984 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 131'989 CHF | 132'417 CHF | 98.55% | 98.55% |
13.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 133'742 CHF | 134'162 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 132'268 CHF | 132'689 CHF | 99.89% | 99.89% |
11.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 136'082 CHF | 136'501 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 135'583 CHF | 136'003 CHF | 98.30% | 98.30% |
07.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 136'784 CHF | 137'198 CHF | 100.00% | 100.00% |