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 | 35'000 | 35'000 | 34'533 | 34'533 | 135'174 CHF | 135'519 CHF | 100.00% | 100.00% |
19.11.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 135'460 CHF | 135'799 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 137'965 CHF | 138'304 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 34'000 | 34'000 | 33'432 | 33'432 | 136'952 CHF | 137'286 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 137'924 CHF | 138'263 CHF | 100.00% | 100.00% |
13.11.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 137'075 CHF | 137'405 CHF | 100.00% | 100.00% |
12.11.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 132'832 CHF | 133'181 CHF | 99.86% | 99.86% |
11.11.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 134'723 CHF | 135'071 CHF | 99.68% | 99.68% |
08.11.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 36'000 | 36'000 | 35'127 | 35'127 | 132'475 CHF | 132'827 CHF | 99.20% | 99.20% |
07.11.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 132'342 CHF | 132'693 CHF | 99.39% | 99.39% |