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 | 0.33% | 3.13 CHF | 3.14 CHF | 10'390 | 10'390 | 10'216 | 10'216 | 31'587 CHF | 31'689 CHF | 100.00% | 100.00% |
19.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 10'440 | 10'440 | 10'315 | 10'315 | 32'420 CHF | 32'523 CHF | 98.77% | 98.77% |
18.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 10'190 | 10'190 | 10'139 | 10'139 | 31'002 CHF | 31'104 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 10'240 | 10'240 | 10'203 | 10'203 | 31'085 CHF | 31'187 CHF | 71.93% | 71.93% |
14.11.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 10'250 | 10'250 | 10'228 | 10'228 | 31'780 CHF | 31'883 CHF | 100.00% | 100.00% |
13.11.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 10'450 | 10'450 | 10'361 | 10'361 | 32'964 CHF | 33'068 CHF | 99.46% | 99.46% |
12.11.2024 | 0.33% | 3.23 CHF | 3.24 CHF | 10'580 | 10'580 | 10'211 | 10'211 | 31'650 CHF | 31'752 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 28'699 CHF | 28'797 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 29'010 CHF | 29'109 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 9'640 | 9'640 | 9'661 | 9'661 | 27'153 CHF | 27'250 CHF | 100.00% | 100.00% |