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 | 0.30% | 3.34 CHF | 3.35 CHF | 164'000 | 164'000 | 79'378 | 79'378 | 270'602 CHF | 271'398 CHF | 99.90% | 99.90% |
19.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 164'000 | 164'000 | 80'050 | 80'050 | 270'713 CHF | 271'515 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 162'000 | 162'000 | 78'607 | 78'607 | 265'432 CHF | 266'219 CHF | 99.86% | 99.86% |
15.11.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 166'000 | 166'000 | 80'587 | 80'587 | 269'283 CHF | 270'090 CHF | 99.99% | 99.99% |
14.11.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 162'000 | 162'000 | 77'114 | 77'114 | 269'577 CHF | 270'349 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 160'000 | 160'000 | 77'556 | 77'556 | 278'506 CHF | 279'283 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 158'000 | 158'000 | 75'062 | 75'062 | 278'363 CHF | 279'115 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 279'929 CHF | 280'673 CHF | 100.00% | 100.00% |
08.11.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 281'456 CHF | 282'190 CHF | 99.85% | 99.85% |
07.11.2024 | 0.28% | 3.78 CHF | 3.79 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 283'133 CHF | 283'893 CHF | 100.00% | 100.00% |