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 | 0.26% | 3.87 CHF | 3.88 CHF | 47'000 | 47'000 | 45'747 | 45'747 | 177'567 CHF | 178'024 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 47'000 | 47'000 | 45'696 | 45'696 | 175'986 CHF | 176'443 CHF | 100.00% | 100.00% |
18.11.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 47'000 | 47'000 | 45'752 | 45'752 | 176'850 CHF | 177'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 47'000 | 47'000 | 45'698 | 45'698 | 176'640 CHF | 177'097 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 47'000 | 47'000 | 46'283 | 46'283 | 175'817 CHF | 176'280 CHF | 99.39% | 99.39% |
13.11.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 47'000 | 47'000 | 45'865 | 45'865 | 176'358 CHF | 176'817 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 47'000 | 47'000 | 45'557 | 45'557 | 176'696 CHF | 177'152 CHF | 98.86% | 100.00% |
11.11.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 46'000 | 46'000 | 43'870 | 43'870 | 176'763 CHF | 177'201 CHF | 99.93% | 99.93% |
08.11.2024 | 0.24% | 4.03 CHF | 4.04 CHF | 45'000 | 45'000 | 42'954 | 42'954 | 177'125 CHF | 177'555 CHF | 100.00% | 100.00% |
07.11.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 42'000 | 42'000 | 41'443 | 41'443 | 178'127 CHF | 178'541 CHF | 98.41% | 98.41% |