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 | 0.25% | 3.93 CHF | 3.94 CHF | 27'710 | 27'710 | 27'250 | 27'250 | 108'583 CHF | 108'855 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 27'860 | 27'860 | 27'688 | 27'688 | 107'696 CHF | 107'973 CHF | 98.91% | 98.91% |
18.11.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 27'700 | 27'700 | 27'546 | 27'546 | 108'445 CHF | 108'721 CHF | 100.00% | 100.00% |
15.11.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 27'930 | 27'930 | 27'964 | 27'964 | 109'553 CHF | 109'832 CHF | 71.80% | 71.80% |
14.11.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 27'680 | 27'680 | 27'548 | 27'548 | 108'591 CHF | 108'867 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 27'900 | 27'900 | 27'681 | 27'681 | 108'394 CHF | 108'671 CHF | 98.61% | 98.61% |
12.11.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 27'730 | 27'730 | 27'227 | 27'227 | 109'078 CHF | 109'351 CHF | 99.71% | 99.71% |
11.11.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 27'200 | 27'200 | 27'138 | 27'138 | 109'460 CHF | 109'731 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 27'770 | 27'770 | 27'485 | 27'485 | 109'186 CHF | 109'461 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 27'240 | 27'240 | 26'944 | 26'944 | 110'717 CHF | 110'987 CHF | 100.00% | 100.00% |