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 | 0.33% | 3.03 CHF | 3.04 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 338'684 CHF | 339'789 CHF | 99.44% | 99.44% |
19.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 345'304 CHF | 346'442 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 338'098 CHF | 339'194 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 338'295 CHF | 339'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 110'000 | 110'000 | 111'614 | 111'614 | 340'638 CHF | 341'754 CHF | 98.55% | 98.55% |
13.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 339'575 CHF | 340'681 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 338'495 CHF | 339'599 CHF | 99.88% | 99.88% |
11.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 345'081 CHF | 346'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 341'367 CHF | 342'462 CHF | 99.05% | 99.05% |
07.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 347'019 CHF | 348'114 CHF | 100.00% | 100.00% |