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% | 3.33 CHF | 3.34 CHF | 10'410 | 10'410 | 10'216 | 10'216 | 33'552 CHF | 33'655 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10'440 | 10'440 | 10'315 | 10'315 | 34'405 CHF | 34'509 CHF | 98.74% | 98.74% |
18.11.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 10'180 | 10'180 | 10'138 | 10'138 | 32'957 CHF | 33'059 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 10'230 | 10'230 | 10'202 | 10'202 | 33'057 CHF | 33'159 CHF | 72.00% | 72.00% |
14.11.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 10'250 | 10'250 | 10'227 | 10'227 | 33'755 CHF | 33'857 CHF | 100.00% | 100.00% |
13.11.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10'440 | 10'440 | 10'361 | 10'361 | 34'971 CHF | 35'074 CHF | 99.46% | 99.46% |
12.11.2024 | 0.31% | 3.42 CHF | 3.43 CHF | 10'570 | 10'570 | 10'210 | 10'210 | 33'622 CHF | 33'724 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 30'606 CHF | 30'705 CHF | 100.00% | 100.00% |
08.11.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 10'020 | 10'020 | 9'890 | 9'890 | 30'929 CHF | 31'028 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 9'630 | 9'630 | 9'661 | 9'661 | 29'034 CHF | 29'130 CHF | 100.00% | 100.00% |