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% | 2.71 CHF | 2.72 CHF | 164'000 | 164'000 | 79'375 | 79'375 | 220'531 CHF | 221'327 CHF | 99.89% | 99.89% |
19.11.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 164'000 | 164'000 | 80'055 | 80'055 | 220'389 CHF | 221'191 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 162'000 | 162'000 | 78'601 | 78'601 | 215'775 CHF | 216'562 CHF | 99.85% | 99.85% |
15.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 166'000 | 166'000 | 80'586 | 80'586 | 218'373 CHF | 219'180 CHF | 99.99% | 99.99% |
14.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 162'000 | 162'000 | 77'111 | 77'111 | 220'853 CHF | 221'625 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 160'000 | 160'000 | 77'564 | 77'564 | 229'783 CHF | 230'560 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 158'000 | 158'000 | 75'068 | 75'068 | 231'250 CHF | 232'002 CHF | 100.00% | 100.00% |
11.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 154'000 | 154'000 | 74'338 | 74'338 | 233'390 CHF | 234'134 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 235'954 CHF | 236'687 CHF | 99.85% | 99.85% |
07.11.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 236'079 CHF | 236'839 CHF | 100.00% | 100.00% |