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% | 3.51 CHF | 3.52 CHF | 285'900 | 285'900 | 287'876 | 287'876 | 979'032 CHF | 981'911 CHF | 99.42% | 99.42% |
19.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 289'300 | 289'300 | 284'967 | 284'967 | 948'774 CHF | 951'624 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 282'100 | 282'100 | 287'185 | 287'185 | 974'617 CHF | 977'489 CHF | 98.75% | 98.75% |
15.11.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 290'700 | 290'700 | 284'120 | 284'120 | 959'044 CHF | 961'885 CHF | 98.67% | 98.67% |
14.11.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 279'900 | 279'900 | 296'045 | 296'045 | 1'025'390 CHF | 1'028'350 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 306'900 | 306'900 | 304'859 | 304'859 | 976'739 CHF | 979'787 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 303'500 | 303'500 | 309'812 | 309'812 | 986'498 CHF | 989'596 CHF | 99.78% | 99.78% |
11.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 314'000 | 314'000 | 337'532 | 337'532 | 1'030'070 CHF | 1'033'440 CHF | 99.72% | 99.72% |
08.11.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 353'000 | 353'000 | 353'717 | 353'717 | 973'418 CHF | 976'955 CHF | 99.15% | 99.15% |
07.11.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 354'200 | 354'200 | 336'894 | 336'894 | 923'021 CHF | 926'390 CHF | 100.00% | 100.00% |