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% | 3.02 CHF | 3.03 CHF | 205'800 | 205'800 | 203'884 | 203'884 | 646'255 CHF | 648'294 CHF | 99.45% | 99.45% |
19.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 202'700 | 202'700 | 206'431 | 206'431 | 671'342 CHF | 673'406 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 209'000 | 209'000 | 204'033 | 204'033 | 653'340 CHF | 655'380 CHF | 98.78% | 98.78% |
15.11.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 200'800 | 200'800 | 206'527 | 206'527 | 671'071 CHF | 673'136 CHF | 98.67% | 98.67% |
14.11.2024 | 0.32% | 3.28 CHF | 3.29 CHF | 210'200 | 210'200 | 194'655 | 194'655 | 610'562 CHF | 612'508 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.31 CHF | 3.32 CHF | 184'400 | 184'400 | 185'901 | 185'901 | 653'759 CHF | 655'618 CHF | 100.00% | 100.00% |
12.11.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 186'900 | 186'900 | 181'913 | 181'913 | 643'899 CHF | 645'718 CHF | 99.82% | 99.82% |
11.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 178'600 | 178'600 | 161'424 | 161'424 | 607'637 CHF | 609'251 CHF | 99.74% | 99.74% |
08.11.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 150'300 | 150'300 | 149'882 | 149'881 | 660'787 CHF | 662'284 CHF | 99.16% | 99.16% |
07.11.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 149'600 | 149'600 | 158'857 | 158'857 | 710'450 CHF | 712'039 CHF | 99.96% | 99.96% |