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 | 0.34% | 3.04 CHF | 3.05 CHF | 300'000 | 300'000 | 133'716 | 133'716 | 406'335 CHF | 407'674 CHF | 99.90% | 99.90% |
19.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300'000 | 300'000 | 126'887 | 126'887 | 376'480 CHF | 377'752 CHF | 99.91% | 99.91% |
18.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300'000 | 300'000 | 133'494 | 133'494 | 404'035 CHF | 405'372 CHF | 98.22% | 98.22% |
15.11.2024 | 0.34% | 3.08 CHF | 3.09 CHF | 300'000 | 300'000 | 125'217 | 125'217 | 378'478 CHF | 379'732 CHF | 99.71% | 99.71% |
14.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 260'000 | 260'000 | 119'734 | 119'734 | 344'026 CHF | 345'226 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 260'000 | 260'000 | 116'299 | 116'299 | 325'971 CHF | 327'136 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 260'000 | 260'000 | 116'026 | 116'026 | 324'414 CHF | 325'576 CHF | 99.92% | 99.92% |
11.11.2024 | 0.38% | 2.76 CHF | 2.77 CHF | 260'000 | 260'000 | 110'682 | 110'682 | 295'995 CHF | 297'104 CHF | 99.90% | 99.90% |
08.11.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 240'000 | 240'000 | 102'191 | 102'191 | 254'264 CHF | 255'288 CHF | 98.97% | 98.97% |
07.11.2024 | 0.51% | 2.39 CHF | 2.40 CHF | 220'000 | 220'000 | 80'003 | 80'003 | 186'669 CHF | 187'503 CHF | 97.01% | 97.01% |