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 | 0.34% | 2.99 CHF | 3.00 CHF | 280'000 | 280'000 | 114'131 | 114'131 | 340'251 CHF | 341'395 CHF | 99.89% | 99.89% |
19.11.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 280'000 | 280'000 | 110'664 | 110'664 | 325'130 CHF | 326'239 CHF | 99.95% | 99.95% |
18.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 280'000 | 280'000 | 107'079 | 107'079 | 315'818 CHF | 316'891 CHF | 99.89% | 99.89% |
15.11.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 280'000 | 280'000 | 111'143 | 111'143 | 326'912 CHF | 328'027 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 315'156 CHF | 316'249 CHF | 99.76% | 99.76% |
13.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 280'000 | 280'000 | 113'507 | 113'507 | 336'621 CHF | 337'759 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 280'000 | 280'000 | 111'382 | 111'382 | 327'005 CHF | 328'121 CHF | 99.95% | 99.95% |
11.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 270'000 | 270'000 | 102'904 | 102'904 | 289'463 CHF | 290'494 CHF | 99.36% | 99.36% |
08.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 284'711 CHF | 285'744 CHF | 99.53% | 99.53% |
07.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 260'000 | 260'000 | 108'124 | 108'124 | 304'569 CHF | 305'652 CHF | 99.86% | 99.86% |