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 | 300'000 | 300'000 | 133'723 | 133'723 | 418'264 CHF | 419'604 CHF | 99.90% | 99.90% |
19.11.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 300'000 | 300'000 | 126'893 | 126'893 | 387'743 CHF | 389'015 CHF | 99.87% | 99.87% |
18.11.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 300'000 | 133'503 | 133'503 | 415'963 CHF | 417'300 CHF | 98.23% | 98.23% |
15.11.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 300'000 | 300'000 | 125'218 | 125'218 | 389'645 CHF | 390'899 CHF | 99.71% | 99.71% |
14.11.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 260'000 | 260'000 | 119'738 | 119'738 | 354'740 CHF | 355'939 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 260'000 | 260'000 | 116'300 | 116'300 | 336'296 CHF | 337'461 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 260'000 | 260'000 | 116'083 | 116'083 | 334'863 CHF | 336'026 CHF | 99.89% | 99.89% |
11.11.2024 | 0.37% | 2.85 CHF | 2.86 CHF | 260'000 | 260'000 | 110'683 | 110'683 | 305'778 CHF | 306'887 CHF | 99.90% | 99.90% |
08.11.2024 | 0.40% | 2.67 CHF | 2.68 CHF | 240'000 | 240'000 | 102'218 | 102'218 | 263'244 CHF | 264'268 CHF | 98.91% | 98.91% |
07.11.2024 | 0.49% | 2.48 CHF | 2.49 CHF | 220'000 | 220'000 | 79'767 | 79'767 | 193'103 CHF | 193'935 CHF | 97.33% | 97.33% |