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% | 2.92 CHF | 2.93 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 326'410 CHF | 327'516 CHF | 99.44% | 99.44% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 332'634 CHF | 333'772 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 325'870 CHF | 326'965 CHF | 99.88% | 99.88% |
15.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 326'016 CHF | 327'112 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 110'000 | 110'000 | 111'614 | 111'614 | 328'123 CHF | 329'239 CHF | 98.57% | 98.57% |
13.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 327'254 CHF | 328'360 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 326'133 CHF | 327'238 CHF | 99.90% | 99.90% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 332'863 CHF | 333'958 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 329'102 CHF | 330'197 CHF | 99.05% | 99.05% |
07.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 334'742 CHF | 335'838 CHF | 100.00% | 100.00% |