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 | 0.35% | 2.98 CHF | 3.01 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 321'179 CHF | 322'252 CHF | 98.90% | 98.90% |
19.11.2024 | 0.34% | 3.06 CHF | 3.09 CHF | 17'000 | 17'000 | 109'989 | 109'989 | 347'865 CHF | 348'976 CHF | 98.73% | 98.73% |
18.11.2024 | 0.33% | 3.19 CHF | 3.22 CHF | 18'000 | 18'000 | 109'137 | 109'137 | 346'918 CHF | 348'021 CHF | 98.94% | 98.94% |
15.11.2024 | 0.34% | 3.13 CHF | 3.16 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 330'357 CHF | 331'436 CHF | 98.94% | 98.94% |
14.11.2024 | 0.36% | 2.90 CHF | 2.93 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 299'642 CHF | 300'684 CHF | 98.85% | 98.85% |
13.11.2024 | 0.36% | 2.86 CHF | 2.89 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 302'854 CHF | 303'896 CHF | 98.87% | 98.87% |
12.11.2024 | 0.36% | 2.93 CHF | 2.96 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 301'814 CHF | 302'856 CHF | 98.74% | 98.74% |
11.11.2024 | 0.37% | 2.78 CHF | 2.81 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 288'010 CHF | 289'032 CHF | 98.90% | 98.90% |
08.11.2024 | 0.36% | 2.94 CHF | 2.97 CHF | 16'000 | 16'000 | 104'247 | 104'247 | 310'605 CHF | 311'657 CHF | 97.81% | 97.81% |
07.11.2024 | 0.35% | 3.02 CHF | 3.05 CHF | 17'000 | 17'000 | 104'752 | 104'752 | 318'484 CHF | 319'542 CHF | 98.90% | 98.90% |