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% | 3.36 CHF | 3.37 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 382'179 CHF | 383'322 CHF | 99.89% | 99.89% |
19.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 280'000 | 280'000 | 110'668 | 110'668 | 365'649 CHF | 366'757 CHF | 99.95% | 99.95% |
18.11.2024 | 0.31% | 3.33 CHF | 3.34 CHF | 280'000 | 280'000 | 107'062 | 107'062 | 355'146 CHF | 356'219 CHF | 99.89% | 99.89% |
15.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 280'000 | 280'000 | 111'144 | 111'144 | 367'875 CHF | 368'990 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 270'000 | 270'000 | 109'041 | 109'041 | 355'349 CHF | 356'441 CHF | 99.76% | 99.76% |
13.11.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 280'000 | 280'000 | 113'507 | 113'507 | 378'262 CHF | 379'399 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 280'000 | 280'000 | 111'382 | 111'382 | 367'778 CHF | 368'894 CHF | 99.95% | 99.95% |
11.11.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 270'000 | 270'000 | 102'902 | 102'902 | 326'993 CHF | 328'024 CHF | 99.36% | 99.36% |
08.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 260'000 | 260'000 | 103'099 | 103'099 | 322'075 CHF | 323'108 CHF | 99.53% | 99.53% |
07.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 260'000 | 260'000 | 108'123 | 108'123 | 343'723 CHF | 344'807 CHF | 99.86% | 99.86% |