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 | 0.34% | 2.93 CHF | 2.94 CHF | 115'000 | 115'000 | 110'504 | 110'504 | 327'327 CHF | 328'432 CHF | 99.17% | 99.17% |
19.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 115'000 | 115'000 | 113'800 | 113'800 | 333'599 CHF | 334'737 CHF | 99.27% | 99.27% |
18.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 326'825 CHF | 327'920 CHF | 99.86% | 99.86% |
15.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 326'934 CHF | 328'029 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 110'000 | 110'000 | 111'611 | 111'611 | 329'071 CHF | 330'188 CHF | 98.59% | 98.59% |
13.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 115'000 | 115'000 | 110'569 | 110'569 | 328'215 CHF | 329'321 CHF | 99.19% | 99.19% |
12.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 115'000 | 115'000 | 110'411 | 110'411 | 327'077 CHF | 328'181 CHF | 99.74% | 99.74% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 333'782 CHF | 334'877 CHF | 99.98% | 99.98% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 110'000 | 110'000 | 109'541 | 109'541 | 330'017 CHF | 331'112 CHF | 98.97% | 98.97% |
07.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 110'000 | 110'000 | 109'543 | 109'543 | 335'655 CHF | 336'751 CHF | 99.24% | 99.24% |