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 | 0.32% | 3.13 CHF | 3.14 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 582'078 CHF | 583'920 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 185'000 | 185'000 | 185'035 | 185'035 | 577'430 CHF | 579'281 CHF | 99.84% | 99.84% |
18.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 576'201 CHF | 578'051 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 185'000 | 185'000 | 184'235 | 184'235 | 577'375 CHF | 579'217 CHF | 99.69% | 99.69% |
14.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 185'000 | 185'000 | 184'233 | 184'233 | 582'865 CHF | 584'707 CHF | 99.42% | 99.42% |
13.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 190'000 | 190'000 | 189'337 | 189'337 | 567'339 CHF | 569'232 CHF | 99.81% | 99.81% |
12.11.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 190'000 | 190'000 | 187'766 | 187'766 | 577'634 CHF | 579'512 CHF | 99.66% | 99.66% |
11.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 578'402 CHF | 580'244 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 185'000 | 185'000 | 185'840 | 185'840 | 575'869 CHF | 577'727 CHF | 99.19% | 99.19% |
07.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 190'000 | 190'000 | 188'352 | 188'352 | 578'211 CHF | 580'094 CHF | 99.68% | 99.68% |