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 | 280'000 | 280'000 | 114'121 | 114'121 | 350'651 CHF | 351'795 CHF | 99.89% | 99.89% |
19.11.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 280'000 | 280'000 | 110'663 | 110'663 | 335'192 CHF | 336'301 CHF | 99.95% | 99.95% |
18.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 280'000 | 280'000 | 107'065 | 107'065 | 325'544 CHF | 326'617 CHF | 99.89% | 99.89% |
15.11.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 280'000 | 280'000 | 111'146 | 111'146 | 337'093 CHF | 338'208 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 270'000 | 270'000 | 109'047 | 109'047 | 325'194 CHF | 326'286 CHF | 99.76% | 99.76% |
13.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 346'907 CHF | 348'044 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 3.08 CHF | 3.09 CHF | 280'000 | 280'000 | 111'411 | 111'411 | 337'218 CHF | 338'334 CHF | 99.95% | 99.95% |
11.11.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 270'000 | 270'000 | 102'891 | 102'891 | 298'670 CHF | 299'701 CHF | 99.36% | 99.36% |
08.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 260'000 | 260'000 | 103'102 | 103'102 | 293'876 CHF | 294'909 CHF | 99.53% | 99.53% |
07.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 260'000 | 260'000 | 108'129 | 108'129 | 314'226 CHF | 315'309 CHF | 99.86% | 99.86% |