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 | 0.30% | 3.30 CHF | 3.31 CHF | 128'000 | 128'000 | 69'783 | 69'783 | 236'459 CHF | 237'158 CHF | 99.62% | 99.62% |
19.11.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 128'000 | 128'000 | 70'713 | 70'713 | 232'505 CHF | 233'214 CHF | 99.51% | 99.51% |
18.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 128'000 | 128'000 | 70'876 | 70'876 | 229'866 CHF | 230'576 CHF | 99.73% | 99.73% |
15.11.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 130'000 | 130'000 | 70'705 | 70'705 | 232'220 CHF | 232'929 CHF | 99.57% | 99.57% |
14.11.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 128'000 | 128'000 | 66'847 | 66'847 | 231'864 CHF | 232'557 CHF | 99.45% | 99.45% |
13.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 126'000 | 126'000 | 68'419 | 68'419 | 243'119 CHF | 243'805 CHF | 99.79% | 99.79% |
12.11.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 126'000 | 126'000 | 68'706 | 68'706 | 242'891 CHF | 243'580 CHF | 99.88% | 99.88% |
11.11.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 126'000 | 126'000 | 69'262 | 69'262 | 241'052 CHF | 241'746 CHF | 99.54% | 99.54% |
08.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 126'000 | 126'000 | 69'635 | 69'635 | 242'410 CHF | 243'109 CHF | 99.12% | 99.12% |
07.11.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 126'000 | 126'000 | 70'689 | 70'689 | 241'443 CHF | 242'151 CHF | 99.75% | 99.75% |