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 | 0.30% | 3.40 CHF | 3.41 CHF | 30'000 | 30'000 | 29'496 | 29'496 | 101'568 CHF | 101'864 CHF | 97.40% | 97.40% |
19.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 30'000 | 30'000 | 29'091 | 29'091 | 98'407 CHF | 98'699 CHF | 96.44% | 96.44% |
18.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 30'000 | 30'000 | 29'939 | 29'939 | 95'749 CHF | 96'048 CHF | 99.40% | 99.40% |
15.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 30'000 | 30'000 | 29'487 | 29'487 | 87'848 CHF | 88'143 CHF | 98.18% | 98.18% |
14.11.2024 | 0.36% | 2.95 CHF | 2.96 CHF | 30'000 | 30'000 | 29'376 | 29'376 | 82'823 CHF | 83'117 CHF | 94.94% | 94.94% |
13.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 30'000 | 30'000 | 29'441 | 29'441 | 85'552 CHF | 85'847 CHF | 98.74% | 98.74% |
12.11.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 30'000 | 30'000 | 29'517 | 29'517 | 87'297 CHF | 87'593 CHF | 95.70% | 95.70% |
11.11.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 30'000 | 30'000 | 29'234 | 29'234 | 91'989 CHF | 92'282 CHF | 95.21% | 95.21% |
08.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 30'000 | 30'000 | 29'547 | 29'547 | 79'504 CHF | 79'802 CHF | 95.72% | 95.72% |
07.11.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 28'755 | 28'755 | 80'768 CHF | 81'057 CHF | 95.52% | 96.20% |