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 | 0.33% | 3.08 CHF | 3.09 CHF | 102'000 | 102'000 | 40'241 | 40'241 | 124'656 CHF | 125'061 CHF | 99.75% | 99.75% |
19.11.2024 | 0.35% | 3.05 CHF | 3.06 CHF | 104'000 | 104'000 | 41'865 | 41'865 | 124'444 CHF | 124'863 CHF | 99.97% | 99.97% |
18.11.2024 | 0.35% | 2.99 CHF | 3.00 CHF | 104'000 | 104'000 | 40'613 | 40'613 | 118'457 CHF | 118'864 CHF | 99.88% | 99.88% |
15.11.2024 | 0.32% | 2.98 CHF | 2.99 CHF | 104'000 | 104'000 | 40'306 | 40'306 | 124'687 CHF | 125'091 CHF | 99.22% | 99.22% |
14.11.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 98'000 | 98'000 | 38'908 | 38'908 | 128'993 CHF | 129'382 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 39'021 | 39'021 | 130'782 CHF | 131'173 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 3.44 CHF | 3.45 CHF | 98'000 | 98'000 | 35'997 | 35'997 | 125'196 CHF | 125'563 CHF | 95.89% | 99.82% |
11.11.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 96'000 | 96'000 | 36'712 | 36'712 | 132'908 CHF | 133'276 CHF | 99.59% | 99.59% |
08.11.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 94'000 | 94'000 | 36'252 | 36'252 | 135'489 CHF | 135'852 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 3.91 CHF | 3.92 CHF | 90'000 | 90'000 | 28'566 | 28'566 | 105'342 CHF | 105'714 CHF | 98.05% | 98.05% |