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 | 0.35% | 2.81 CHF | 2.82 CHF | 164'000 | 164'000 | 79'375 | 79'375 | 228'135 CHF | 228'931 CHF | 99.89% | 99.89% |
19.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 164'000 | 164'000 | 80'055 | 80'055 | 228'037 CHF | 228'839 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 162'000 | 162'000 | 78'602 | 78'602 | 223'355 CHF | 224'142 CHF | 99.85% | 99.85% |
15.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 166'000 | 166'000 | 80'592 | 80'592 | 226'124 CHF | 226'931 CHF | 99.99% | 99.99% |
14.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 162'000 | 162'000 | 77'111 | 77'111 | 228'245 CHF | 229'017 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 237'163 CHF | 237'940 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 158'000 | 158'000 | 75'063 | 75'063 | 238'389 CHF | 239'141 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 240'446 CHF | 241'191 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 242'848 CHF | 243'582 CHF | 99.85% | 99.85% |
07.11.2024 | 0.32% | 3.26 CHF | 3.27 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 243'212 CHF | 243'972 CHF | 100.00% | 100.00% |