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 | 0.49% | 4.00 CHF | 4.02 CHF | 98'500 | 98'500 | 98'500 | 98'500 | 399'863 CHF | 401'833 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 3.88 CHF | 3.90 CHF | 98'800 | 98'800 | 98'800 | 98'800 | 385'217 CHF | 387'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 3.92 CHF | 3.94 CHF | 108'500 | 108'500 | 108'500 | 108'500 | 394'552 CHF | 396'722 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 3.84 CHF | 3.86 CHF | 100'700 | 100'700 | 100'700 | 100'700 | 376'134 CHF | 378'148 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 3.89 CHF | 3.91 CHF | 101'900 | 101'900 | 101'900 | 101'900 | 396'495 CHF | 398'533 CHF | 99.91% | 99.91% |
13.11.2024 | 0.53% | 3.75 CHF | 3.77 CHF | 103'200 | 103'200 | 103'200 | 103'200 | 385'419 CHF | 387'483 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 3.65 CHF | 3.67 CHF | 103'800 | 103'800 | 103'800 | 103'800 | 393'846 CHF | 395'922 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 3.70 CHF | 3.72 CHF | 93'100 | 93'100 | 93'100 | 93'100 | 367'796 CHF | 369'658 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 4.20 CHF | 4.22 CHF | 85'200 | 85'200 | 85'200 | 85'200 | 375'657 CHF | 377'361 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 4.65 CHF | 4.67 CHF | 87'600 | 87'600 | 87'600 | 87'600 | 390'993 CHF | 392'745 CHF | 100.00% | 100.00% |