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% | 2.91 CHF | 2.92 CHF | 164'000 | 164'000 | 79'375 | 79'375 | 236'214 CHF | 237'010 CHF | 99.89% | 99.89% |
19.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 164'000 | 164'000 | 80'053 | 80'053 | 236'166 CHF | 236'968 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 3.03 CHF | 3.04 CHF | 162'000 | 162'000 | 78'604 | 78'604 | 231'361 CHF | 232'149 CHF | 99.85% | 99.85% |
15.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 234'345 CHF | 235'152 CHF | 99.99% | 99.99% |
14.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 162'000 | 162'000 | 77'117 | 77'117 | 236'169 CHF | 236'941 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 245'048 CHF | 245'824 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 158'000 | 158'000 | 75'063 | 75'063 | 245'996 CHF | 246'747 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 154'000 | 154'000 | 74'338 | 74'338 | 247'962 CHF | 248'706 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 250'195 CHF | 250'929 CHF | 99.85% | 99.85% |
07.11.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 250'826 CHF | 251'586 CHF | 100.00% | 100.00% |