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% | 3.41 CHF | 3.42 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 144'667 CHF | 145'087 CHF | 99.48% | 99.48% |
19.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 141'392 CHF | 141'812 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 142'134 CHF | 142'554 CHF | 99.89% | 99.89% |
15.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 140'680 CHF | 141'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 141'090 CHF | 141'518 CHF | 98.64% | 98.64% |
13.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 142'684 CHF | 143'104 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 141'225 CHF | 141'646 CHF | 99.88% | 99.88% |
11.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 145'009 CHF | 145'427 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 144'553 CHF | 144'973 CHF | 98.29% | 98.29% |
07.11.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 145'626 CHF | 146'041 CHF | 100.00% | 100.00% |