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 | 0.28% | 3.53 CHF | 3.54 CHF | 128'000 | 128'000 | 69'870 | 69'870 | 252'632 CHF | 253'332 CHF | 99.77% | 99.77% |
19.11.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 128'000 | 128'000 | 70'768 | 70'768 | 248'798 CHF | 249'507 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 128'000 | 128'000 | 70'981 | 70'981 | 246'450 CHF | 247'161 CHF | 99.90% | 99.90% |
15.11.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 130'000 | 130'000 | 70'795 | 70'795 | 248'733 CHF | 249'442 CHF | 99.72% | 99.72% |
14.11.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 128'000 | 128'000 | 66'883 | 66'883 | 247'264 CHF | 247'958 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 126'000 | 126'000 | 68'530 | 68'530 | 259'033 CHF | 259'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 126'000 | 126'000 | 68'714 | 68'714 | 258'455 CHF | 259'143 CHF | 99.90% | 99.90% |
11.11.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 126'000 | 126'000 | 69'468 | 69'468 | 257'476 CHF | 258'172 CHF | 99.90% | 99.90% |
08.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 126'000 | 126'000 | 69'687 | 69'687 | 258'130 CHF | 258'830 CHF | 99.18% | 99.18% |
07.11.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 126'000 | 126'000 | 70'625 | 70'625 | 257'100 CHF | 257'807 CHF | 100.00% | 100.00% |