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 | 0.48% | 4.09 CHF | 4.11 CHF | 37'900 | 37'900 | 37'690 | 37'690 | 157'275 CHF | 158'029 CHF | 99.43% | 99.43% |
19.11.2024 | 0.49% | 4.07 CHF | 4.09 CHF | 37'500 | 37'500 | 37'495 | 37'495 | 154'003 CHF | 154'753 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 4.15 CHF | 4.17 CHF | 38'300 | 38'300 | 38'299 | 38'299 | 156'551 CHF | 157'317 CHF | 99.88% | 99.88% |
15.11.2024 | 0.50% | 4.07 CHF | 4.09 CHF | 38'800 | 38'800 | 39'069 | 39'069 | 157'092 CHF | 157'873 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 3.97 CHF | 3.99 CHF | 40'500 | 40'500 | 40'745 | 40'745 | 158'051 CHF | 158'866 CHF | 98.51% | 98.51% |
13.11.2024 | 0.53% | 3.77 CHF | 3.79 CHF | 42'100 | 42'100 | 42'306 | 42'306 | 158'784 CHF | 159'631 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 3.63 CHF | 3.65 CHF | 40'600 | 40'600 | 40'176 | 40'176 | 150'580 CHF | 151'384 CHF | 99.88% | 99.88% |
11.11.2024 | 0.51% | 3.92 CHF | 3.94 CHF | 41'200 | 41'200 | 41'390 | 41'390 | 161'279 CHF | 162'107 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 3.70 CHF | 3.72 CHF | 40'600 | 40'600 | 40'570 | 40'570 | 151'247 CHF | 152'058 CHF | 98.30% | 98.30% |
07.11.2024 | 0.51% | 3.88 CHF | 3.90 CHF | 40'600 | 40'600 | 40'421 | 40'421 | 157'953 CHF | 158'761 CHF | 100.00% | 100.00% |