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 | 0.31% | 3.17 CHF | 3.18 CHF | 164'000 | 164'000 | 79'376 | 79'376 | 256'642 CHF | 257'437 CHF | 99.89% | 99.89% |
19.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 164'000 | 164'000 | 80'055 | 80'055 | 256'647 CHF | 257'449 CHF | 100.00% | 100.00% |
18.11.2024 | 0.32% | 3.29 CHF | 3.30 CHF | 162'000 | 162'000 | 78'605 | 78'605 | 251'580 CHF | 252'368 CHF | 99.86% | 99.86% |
15.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 166'000 | 166'000 | 80'592 | 80'592 | 255'113 CHF | 255'920 CHF | 99.99% | 99.99% |
14.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 162'000 | 162'000 | 77'110 | 77'110 | 255'997 CHF | 256'769 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 160'000 | 160'000 | 77'556 | 77'556 | 264'867 CHF | 265'643 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 158'000 | 158'000 | 75'071 | 75'071 | 265'182 CHF | 265'933 CHF | 100.00% | 100.00% |
11.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 154'000 | 154'000 | 74'338 | 74'338 | 266'895 CHF | 267'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 268'681 CHF | 269'414 CHF | 99.85% | 99.85% |
07.11.2024 | 0.29% | 3.61 CHF | 3.62 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 269'971 CHF | 270'731 CHF | 100.00% | 100.00% |