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 | 0.32% | 3.08 CHF | 3.09 CHF | 164'000 | 164'000 | 79'377 | 79'377 | 249'784 CHF | 250'579 CHF | 99.89% | 99.89% |
19.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 164'000 | 164'000 | 80'053 | 80'053 | 249'802 CHF | 250'604 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 3.20 CHF | 3.21 CHF | 162'000 | 162'000 | 78'606 | 78'606 | 244'812 CHF | 245'599 CHF | 99.86% | 99.86% |
15.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 248'162 CHF | 248'969 CHF | 99.99% | 99.99% |
14.11.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 162'000 | 162'000 | 77'115 | 77'115 | 249'373 CHF | 250'146 CHF | 100.00% | 100.00% |
13.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 258'230 CHF | 259'007 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 158'000 | 158'000 | 75'064 | 75'064 | 258'741 CHF | 259'493 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 260'555 CHF | 261'299 CHF | 100.00% | 100.00% |
08.11.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 262'506 CHF | 263'239 CHF | 99.85% | 99.85% |
07.11.2024 | 0.30% | 3.52 CHF | 3.53 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 263'552 CHF | 264'311 CHF | 100.00% | 100.00% |