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% | 3.04 CHF | 3.05 CHF | 164'000 | 164'000 | 79'374 | 79'374 | 246'738 CHF | 247'534 CHF | 99.89% | 99.89% |
19.11.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 164'000 | 164'000 | 80'052 | 80'052 | 246'735 CHF | 247'537 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 162'000 | 162'000 | 78'599 | 78'599 | 241'763 CHF | 242'550 CHF | 99.85% | 99.85% |
15.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 245'029 CHF | 245'836 CHF | 99.99% | 99.99% |
14.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 162'000 | 162'000 | 77'119 | 77'119 | 246'408 CHF | 247'181 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 255'286 CHF | 256'063 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 158'000 | 158'000 | 75'067 | 75'067 | 255'942 CHF | 256'694 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 154'000 | 154'000 | 74'338 | 74'338 | 257'795 CHF | 258'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 259'807 CHF | 260'541 CHF | 99.85% | 99.85% |
07.11.2024 | 0.30% | 3.49 CHF | 3.50 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 260'770 CHF | 261'530 CHF | 100.00% | 100.00% |