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 | 0.31% | 3.30 CHF | 3.31 CHF | 280'000 | 280'000 | 114'125 | 114'125 | 375'376 CHF | 376'520 CHF | 99.89% | 99.89% |
19.11.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 280'000 | 280'000 | 110'688 | 110'688 | 359'202 CHF | 360'311 CHF | 99.95% | 99.95% |
18.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 280'000 | 280'000 | 107'072 | 107'072 | 348'839 CHF | 349'911 CHF | 99.89% | 99.89% |
15.11.2024 | 0.32% | 3.28 CHF | 3.29 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 361'432 CHF | 362'547 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 348'977 CHF | 350'069 CHF | 99.76% | 99.76% |
13.11.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 280'000 | 280'000 | 113'502 | 113'502 | 371'513 CHF | 372'650 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.29 CHF | 3.30 CHF | 280'000 | 280'000 | 111'380 | 111'380 | 361'189 CHF | 362'305 CHF | 99.95% | 99.95% |
11.11.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 270'000 | 270'000 | 102'894 | 102'894 | 321'071 CHF | 322'102 CHF | 99.36% | 99.36% |
08.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 316'166 CHF | 317'199 CHF | 99.53% | 99.53% |
07.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 260'000 | 260'000 | 108'126 | 108'126 | 337'551 CHF | 338'635 CHF | 99.86% | 99.86% |