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 | 0.37% | 2.67 CHF | 2.68 CHF | 164'000 | 164'000 | 79'382 | 79'382 | 217'519 CHF | 218'315 CHF | 99.90% | 99.90% |
19.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 164'000 | 164'000 | 80'048 | 80'048 | 217'292 CHF | 218'094 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.79 CHF | 2.80 CHF | 162'000 | 162'000 | 78'612 | 78'612 | 212'791 CHF | 213'578 CHF | 99.86% | 99.86% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 166'000 | 166'000 | 80'592 | 80'592 | 215'256 CHF | 216'063 CHF | 99.99% | 99.99% |
14.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 162'000 | 162'000 | 77'114 | 77'114 | 217'889 CHF | 218'661 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 160'000 | 160'000 | 77'556 | 77'556 | 226'839 CHF | 227'616 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 158'000 | 158'000 | 75'062 | 75'062 | 228'423 CHF | 229'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 230'623 CHF | 231'367 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 233'293 CHF | 234'027 CHF | 99.85% | 99.85% |
07.11.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 233'292 CHF | 234'051 CHF | 100.00% | 100.00% |