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 | 0.63% | 3.07 CHF | 3.09 CHF | 45'000 | 45'000 | 44'296 | 44'296 | 140'735 CHF | 141'621 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 3.22 CHF | 3.24 CHF | 44'000 | 44'000 | 44'425 | 44'425 | 141'944 CHF | 142'833 CHF | 99.88% | 99.88% |
18.11.2024 | 0.62% | 3.26 CHF | 3.28 CHF | 44'000 | 44'000 | 44'178 | 44'178 | 142'143 CHF | 143'026 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 3.36 CHF | 3.38 CHF | 43'000 | 43'000 | 42'721 | 42'721 | 148'673 CHF | 149'527 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 3.63 CHF | 3.65 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 152'224 CHF | 153'064 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 3.48 CHF | 3.50 CHF | 43'000 | 43'000 | 42'745 | 42'745 | 149'352 CHF | 150'207 CHF | 100.00% | 100.00% |
12.11.2024 | 0.55% | 3.58 CHF | 3.60 CHF | 42'000 | 42'000 | 41'888 | 41'888 | 152'962 CHF | 153'800 CHF | 99.90% | 99.90% |
11.11.2024 | 0.53% | 3.71 CHF | 3.73 CHF | 41'000 | 41'000 | 41'064 | 41'064 | 153'341 CHF | 154'163 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 3.65 CHF | 3.67 CHF | 42'000 | 42'000 | 41'993 | 41'993 | 152'364 CHF | 153'204 CHF | 98.91% | 98.91% |
07.11.2024 | 0.55% | 3.64 CHF | 3.66 CHF | 42'000 | 42'000 | 41'931 | 41'931 | 152'738 CHF | 153'577 CHF | 100.00% | 100.00% |