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 | 0.29% | 3.44 CHF | 3.45 CHF | 128'000 | 128'000 | 69'813 | 69'813 | 246'128 CHF | 246'828 CHF | 99.67% | 99.67% |
19.11.2024 | 0.30% | 3.50 CHF | 3.51 CHF | 128'000 | 128'000 | 70'699 | 70'699 | 242'157 CHF | 242'865 CHF | 99.43% | 99.43% |
18.11.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 128'000 | 128'000 | 70'929 | 70'929 | 239'839 CHF | 240'550 CHF | 99.81% | 99.81% |
15.11.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 130'000 | 130'000 | 70'650 | 70'650 | 241'797 CHF | 242'505 CHF | 99.47% | 99.47% |
14.11.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 128'000 | 128'000 | 66'892 | 66'892 | 241'251 CHF | 241'944 CHF | 99.55% | 99.55% |
13.11.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 126'000 | 126'000 | 68'474 | 68'474 | 252'691 CHF | 253'377 CHF | 99.89% | 99.89% |
12.11.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 126'000 | 126'000 | 68'722 | 68'722 | 252'366 CHF | 253'054 CHF | 99.61% | 99.61% |
11.11.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 126'000 | 126'000 | 69'176 | 69'176 | 250'203 CHF | 250'896 CHF | 99.38% | 99.38% |
08.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 126'000 | 126'000 | 69'553 | 69'553 | 251'515 CHF | 252'214 CHF | 98.98% | 98.98% |
07.11.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 126'000 | 126'000 | 70'564 | 70'564 | 250'618 CHF | 251'325 CHF | 99.89% | 99.89% |