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% | 3.11 CHF | 3.12 CHF | 102'000 | 102'000 | 40'243 | 40'243 | 126'009 CHF | 126'414 CHF | 99.75% | 99.75% |
19.11.2024 | 0.34% | 3.09 CHF | 3.10 CHF | 104'000 | 104'000 | 41'863 | 41'863 | 125'894 CHF | 126'313 CHF | 99.97% | 99.97% |
18.11.2024 | 0.35% | 3.02 CHF | 3.03 CHF | 104'000 | 104'000 | 40'618 | 40'618 | 119'909 CHF | 120'315 CHF | 99.89% | 99.89% |
15.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 104'000 | 104'000 | 40'302 | 40'302 | 126'004 CHF | 126'408 CHF | 99.18% | 99.18% |
14.11.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 98'000 | 98'000 | 38'902 | 38'902 | 130'187 CHF | 130'576 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 100'000 | 100'000 | 39'019 | 39'019 | 131'958 CHF | 132'349 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 3.46 CHF | 3.47 CHF | 98'000 | 98'000 | 36'058 | 36'058 | 126'457 CHF | 126'825 CHF | 95.74% | 99.67% |
11.11.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 96'000 | 96'000 | 36'651 | 36'651 | 133'699 CHF | 134'066 CHF | 99.48% | 99.48% |
08.11.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 94'000 | 94'000 | 36'252 | 36'252 | 136'429 CHF | 136'792 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 3.93 CHF | 3.94 CHF | 90'000 | 90'000 | 28'397 | 28'397 | 105'427 CHF | 105'798 CHF | 97.78% | 97.78% |