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 | 0.34% | 2.88 CHF | 2.89 CHF | 164'000 | 164'000 | 79'375 | 79'375 | 233'663 CHF | 234'458 CHF | 99.89% | 99.89% |
19.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 164'000 | 164'000 | 80'049 | 80'049 | 233'526 CHF | 234'328 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 3.00 CHF | 3.01 CHF | 162'000 | 162'000 | 78'602 | 78'602 | 228'788 CHF | 229'576 CHF | 99.85% | 99.85% |
15.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 166'000 | 166'000 | 80'593 | 80'593 | 231'733 CHF | 232'540 CHF | 99.99% | 99.99% |
14.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 162'000 | 162'000 | 77'111 | 77'111 | 233'652 CHF | 234'424 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 242'547 CHF | 243'324 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 158'000 | 158'000 | 75'063 | 75'063 | 243'621 CHF | 244'373 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 245'635 CHF | 246'379 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 247'964 CHF | 248'697 CHF | 99.85% | 99.85% |
07.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 248'484 CHF | 249'244 CHF | 100.00% | 100.00% |