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% | 3.03 CHF | 3.04 CHF | 280'000 | 280'000 | 114'118 | 114'118 | 344'827 CHF | 345'971 CHF | 99.89% | 99.89% |
19.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 280'000 | 280'000 | 110'692 | 110'692 | 329'715 CHF | 330'824 CHF | 99.95% | 99.95% |
18.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 280'000 | 280'000 | 107'068 | 107'068 | 320'159 CHF | 321'232 CHF | 99.89% | 99.89% |
15.11.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 280'000 | 280'000 | 111'178 | 111'178 | 331'595 CHF | 332'710 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 319'757 CHF | 320'849 CHF | 99.76% | 99.76% |
13.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 280'000 | 280'000 | 113'495 | 113'495 | 341'163 CHF | 342'300 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 280'000 | 280'000 | 111'411 | 111'411 | 331'636 CHF | 332'752 CHF | 99.95% | 99.95% |
11.11.2024 | 0.36% | 2.92 CHF | 2.93 CHF | 270'000 | 270'000 | 102'894 | 102'894 | 293'717 CHF | 294'748 CHF | 99.35% | 99.35% |
08.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 289'043 CHF | 290'076 CHF | 99.53% | 99.53% |
07.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 260'000 | 260'000 | 108'124 | 108'124 | 309'008 CHF | 310'091 CHF | 99.86% | 99.86% |