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 | 0.25% | 3.90 CHF | 3.91 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 327'061 CHF | 327'891 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 324'376 CHF | 325'206 CHF | 100.00% | 100.00% |
18.11.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 327'191 CHF | 328'011 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 326'809 CHF | 327'622 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 325'902 CHF | 326'728 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 83'000 | 83'000 | 83'754 | 83'754 | 321'327 CHF | 322'165 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 321'893 CHF | 322'724 CHF | 99.85% | 99.85% |
11.11.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 326'387 CHF | 327'198 CHF | 99.68% | 99.68% |
08.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 83'000 | 83'000 | 79'192 | 79'192 | 320'861 CHF | 321'674 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 77'000 | 77'000 | 77'267 | 77'267 | 337'883 CHF | 338'656 CHF | 100.00% | 100.00% |