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% | 3.67 CHF | 3.68 CHF | 25'650 | 25'650 | 25'253 | 25'253 | 92'467 CHF | 92'720 CHF | 99.55% | 99.55% |
19.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 25'430 | 25'430 | 25'247 | 25'247 | 92'334 CHF | 92'587 CHF | 98.47% | 98.47% |
18.11.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 25'010 | 25'010 | 24'833 | 24'833 | 89'497 CHF | 89'746 CHF | 99.49% | 99.49% |
15.11.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 24'970 | 24'970 | 24'948 | 24'948 | 89'597 CHF | 89'847 CHF | 71.02% | 71.02% |
14.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 25'230 | 25'230 | 25'165 | 25'165 | 92'065 CHF | 92'317 CHF | 99.50% | 99.50% |
13.11.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 25'850 | 25'850 | 25'257 | 25'257 | 92'889 CHF | 93'142 CHF | 99.03% | 99.03% |
12.11.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 25'170 | 25'170 | 24'679 | 24'679 | 88'415 CHF | 88'662 CHF | 99.53% | 99.53% |
11.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 24'750 | 24'750 | 24'641 | 24'641 | 88'272 CHF | 88'519 CHF | 99.52% | 99.52% |
08.11.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 25'120 | 25'120 | 24'744 | 24'744 | 89'237 CHF | 89'485 CHF | 99.52% | 99.52% |
07.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 24'280 | 24'280 | 24'007 | 24'007 | 83'986 CHF | 84'226 CHF | 99.55% | 99.55% |