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 | 0.59% | 3.04 CHF | 3.05 CHF | 110'000 | 110'000 | 48'254 | 48'254 | 147'461 CHF | 148'192 CHF | 99.67% | 99.67% |
19.11.2024 | 0.62% | 3.01 CHF | 3.02 CHF | 110'000 | 110'000 | 49'120 | 49'120 | 143'703 CHF | 144'447 CHF | 99.77% | 99.77% |
18.11.2024 | 0.63% | 2.94 CHF | 2.95 CHF | 110'000 | 110'000 | 47'160 | 47'160 | 135'453 CHF | 136'160 CHF | 99.61% | 99.61% |
15.11.2024 | 0.57% | 2.93 CHF | 2.94 CHF | 110'000 | 110'000 | 48'829 | 48'829 | 149'750 CHF | 150'490 CHF | 98.90% | 98.90% |
14.11.2024 | 0.55% | 3.27 CHF | 3.28 CHF | 100'000 | 100'000 | 41'440 | 41'440 | 135'425 CHF | 136'035 CHF | 99.84% | 99.84% |
13.11.2024 | 0.54% | 3.21 CHF | 3.22 CHF | 110'000 | 110'000 | 39'913 | 39'913 | 131'819 CHF | 132'394 CHF | 99.58% | 99.58% |
12.11.2024 | 0.63% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 36'515 | 36'515 | 125'303 CHF | 125'821 CHF | 95.53% | 99.27% |
11.11.2024 | 0.50% | 3.50 CHF | 3.51 CHF | 100'000 | 100'000 | 37'962 | 37'962 | 135'641 CHF | 136'188 CHF | 99.08% | 99.08% |
08.11.2024 | 0.48% | 3.61 CHF | 3.62 CHF | 100'000 | 100'000 | 37'689 | 37'689 | 139'005 CHF | 139'552 CHF | 99.28% | 99.28% |
07.11.2024 | 0.97% | 3.86 CHF | 3.87 CHF | 100'000 | 100'000 | 35'225 | 35'225 | 125'919 CHF | 126'675 CHF | 96.10% | 96.10% |