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 | 0.32% | 3.17 CHF | 3.18 CHF | 280'000 | 280'000 | 114'130 | 114'130 | 361'235 CHF | 362'378 CHF | 99.90% | 99.90% |
19.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 280'000 | 280'000 | 110'670 | 110'670 | 345'373 CHF | 346'482 CHF | 99.95% | 99.95% |
18.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 280'000 | 280'000 | 107'081 | 107'081 | 335'497 CHF | 336'570 CHF | 99.90% | 99.90% |
15.11.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 280'000 | 280'000 | 111'144 | 111'144 | 347'227 CHF | 348'342 CHF | 100.00% | 100.00% |
14.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 335'148 CHF | 336'240 CHF | 99.76% | 99.76% |
13.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 280'000 | 280'000 | 113'500 | 113'500 | 357'211 CHF | 358'348 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 280'000 | 280'000 | 111'406 | 111'406 | 347'318 CHF | 348'434 CHF | 99.95% | 99.95% |
11.11.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 270'000 | 270'000 | 102'896 | 102'896 | 308'079 CHF | 309'110 CHF | 99.35% | 99.35% |
08.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 260'000 | 260'000 | 103'101 | 103'101 | 303'263 CHF | 304'296 CHF | 99.53% | 99.53% |
07.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 260'000 | 260'000 | 108'130 | 108'130 | 324'044 CHF | 325'128 CHF | 99.86% | 99.86% |