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 | 0.58% | 3.31 CHF | 3.33 CHF | 78'800 | 78'800 | 78'800 | 78'800 | 272'171 CHF | 273'747 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 3.38 CHF | 3.40 CHF | 78'100 | 78'100 | 78'100 | 78'100 | 257'510 CHF | 259'072 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 3.54 CHF | 3.56 CHF | 80'100 | 80'100 | 80'100 | 80'100 | 276'706 CHF | 278'308 CHF | 98.97% | 98.97% |
15.11.2024 | 0.56% | 3.36 CHF | 3.38 CHF | 75'600 | 75'600 | 75'600 | 75'600 | 269'879 CHF | 271'391 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 3.87 CHF | 3.89 CHF | 76'700 | 76'700 | 76'700 | 76'700 | 290'689 CHF | 292'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 3.72 CHF | 3.74 CHF | 74'800 | 74'800 | 74'800 | 74'800 | 280'301 CHF | 281'797 CHF | 99.88% | 99.88% |
12.11.2024 | 0.48% | 4.01 CHF | 4.03 CHF | 68'500 | 68'500 | 68'500 | 68'500 | 285'127 CHF | 286'497 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 4.38 CHF | 4.40 CHF | 67'100 | 67'100 | 67'100 | 67'100 | 290'195 CHF | 291'537 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 67'400 | 67'400 | 67'400 | 67'400 | 268'764 CHF | 270'112 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 4.16 CHF | 4.18 CHF | 68'400 | 68'400 | 68'400 | 68'400 | 280'785 CHF | 282'153 CHF | 99.68% | 99.68% |