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 | 0.29% | 3.52 CHF | 3.53 CHF | 10'400 | 10'400 | 10'217 | 10'217 | 35'561 CHF | 35'663 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 36'427 CHF | 36'530 CHF | 98.75% | 98.75% |
18.11.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 10'190 | 10'190 | 10'139 | 10'139 | 34'949 CHF | 35'051 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 10'240 | 10'240 | 10'203 | 10'203 | 35'066 CHF | 35'168 CHF | 72.02% | 72.02% |
14.11.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 10'250 | 10'250 | 10'228 | 10'228 | 35'767 CHF | 35'869 CHF | 100.00% | 100.00% |
13.11.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 10'450 | 10'450 | 10'361 | 10'361 | 37'003 CHF | 37'107 CHF | 99.46% | 99.46% |
12.11.2024 | 0.29% | 3.62 CHF | 3.63 CHF | 10'580 | 10'580 | 10'210 | 10'210 | 35'627 CHF | 35'730 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 32'546 CHF | 32'644 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 32'876 CHF | 32'975 CHF | 100.00% | 100.00% |
07.11.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 9'640 | 9'640 | 9'662 | 9'662 | 30'945 CHF | 31'042 CHF | 100.00% | 100.00% |