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 | 0.81% | 3.58 CHF | 3.61 CHF | 29'600 | 29'600 | 29'460 | 29'460 | 108'706 CHF | 109'590 CHF | 99.44% | 99.44% |
19.11.2024 | 0.83% | 3.56 CHF | 3.59 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 105'067 CHF | 105'940 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 3.67 CHF | 3.70 CHF | 30'100 | 30'100 | 30'099 | 30'099 | 108'090 CHF | 108'750 CHF | 99.88% | 99.88% |
15.11.2024 | 0.57% | 3.57 CHF | 3.59 CHF | 30'800 | 30'800 | 31'002 | 31'002 | 108'585 CHF | 109'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 3.42 CHF | 3.44 CHF | 32'900 | 32'900 | 33'083 | 33'083 | 109'385 CHF | 110'046 CHF | 98.56% | 98.56% |
13.11.2024 | 0.63% | 3.18 CHF | 3.20 CHF | 34'800 | 34'800 | 34'955 | 34'955 | 110'355 CHF | 111'054 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 3.01 CHF | 3.03 CHF | 32'400 | 32'400 | 32'022 | 32'022 | 101'386 CHF | 102'026 CHF | 99.88% | 99.88% |
11.11.2024 | 0.60% | 3.36 CHF | 3.38 CHF | 33'700 | 33'700 | 33'890 | 33'890 | 113'258 CHF | 113'936 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 3.12 CHF | 3.14 CHF | 32'500 | 32'500 | 32'480 | 32'480 | 102'208 CHF | 102'858 CHF | 98.30% | 98.30% |
07.11.2024 | 0.59% | 3.34 CHF | 3.36 CHF | 32'700 | 32'700 | 32'565 | 32'565 | 109'835 CHF | 110'487 CHF | 100.00% | 100.00% |