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% | 3.27 CHF | 3.28 CHF | 280'000 | 280'000 | 114'117 | 114'117 | 371'721 CHF | 372'865 CHF | 99.89% | 99.89% |
19.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280'000 | 280'000 | 110'666 | 110'666 | 355'500 CHF | 356'609 CHF | 99.95% | 99.95% |
18.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280'000 | 280'000 | 107'064 | 107'064 | 345'326 CHF | 346'399 CHF | 99.89% | 99.89% |
15.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280'000 | 280'000 | 111'150 | 111'150 | 357'623 CHF | 358'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 345'310 CHF | 346'402 CHF | 99.76% | 99.76% |
13.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 367'732 CHF | 368'869 CHF | 100.00% | 100.00% |
12.11.2024 | 0.32% | 3.26 CHF | 3.27 CHF | 280'000 | 280'000 | 111'410 | 111'410 | 357'654 CHF | 358'770 CHF | 99.95% | 99.95% |
11.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 270'000 | 270'000 | 102'895 | 102'895 | 317'563 CHF | 318'594 CHF | 99.35% | 99.35% |
08.11.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 312'730 CHF | 313'763 CHF | 99.53% | 99.53% |
07.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 260'000 | 260'000 | 108'122 | 108'122 | 333'817 CHF | 334'900 CHF | 99.86% | 99.86% |