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% | 3.85 CHF | 3.86 CHF | 75'000 | 75'000 | 74'373 | 74'373 | 287'722 CHF | 288'467 CHF | 100.00% | 100.00% |
19.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 76'000 | 76'000 | 75'234 | 75'234 | 285'944 CHF | 286'697 CHF | 98.72% | 98.72% |
18.11.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 76'000 | 76'000 | 76'912 | 76'912 | 284'359 CHF | 285'129 CHF | 100.00% | 100.00% |
15.11.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 77'000 | 77'000 | 77'470 | 77'470 | 289'163 CHF | 289'937 CHF | 70.79% | 70.79% |
14.11.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 76'000 | 76'000 | 75'601 | 75'601 | 287'126 CHF | 287'883 CHF | 100.00% | 100.00% |
13.11.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 77'000 | 77'000 | 76'536 | 76'536 | 284'871 CHF | 285'637 CHF | 99.69% | 99.69% |
12.11.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 78'000 | 78'000 | 76'335 | 76'335 | 285'659 CHF | 286'423 CHF | 100.00% | 100.00% |
11.11.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 78'000 | 78'000 | 75'842 | 75'842 | 287'522 CHF | 288'282 CHF | 100.00% | 100.00% |
08.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 76'000 | 76'000 | 74'452 | 74'452 | 292'637 CHF | 293'382 CHF | 100.00% | 100.00% |
07.11.2024 | 0.26% | 4.01 CHF | 4.02 CHF | 74'000 | 74'000 | 74'418 | 74'418 | 294'218 CHF | 294'962 CHF | 100.00% | 100.00% |