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% | 3.79 CHF | 3.80 CHF | 27'710 | 27'710 | 27'251 | 27'251 | 104'822 CHF | 105'095 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 27'860 | 27'860 | 27'687 | 27'687 | 103'907 CHF | 104'185 CHF | 98.91% | 98.91% |
18.11.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 27'700 | 27'700 | 27'547 | 27'547 | 104'698 CHF | 104'974 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 27'930 | 27'930 | 27'968 | 27'968 | 105'718 CHF | 105'997 CHF | 71.87% | 71.87% |
14.11.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 27'700 | 27'700 | 27'548 | 27'548 | 104'812 CHF | 105'088 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 27'900 | 27'900 | 27'680 | 27'680 | 104'605 CHF | 104'883 CHF | 98.62% | 98.62% |
12.11.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 27'740 | 27'740 | 27'225 | 27'225 | 105'338 CHF | 105'611 CHF | 99.71% | 99.71% |
11.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 27'210 | 27'210 | 27'141 | 27'141 | 105'755 CHF | 106'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 27'770 | 27'770 | 27'485 | 27'485 | 105'425 CHF | 105'700 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 27'250 | 27'250 | 26'940 | 26'940 | 107'008 CHF | 107'277 CHF | 100.00% | 100.00% |