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% | 3.99 CHF | 4.00 CHF | 75'000 | 75'000 | 74'371 | 74'371 | 298'036 CHF | 298'781 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 76'000 | 76'000 | 75'224 | 75'224 | 296'326 CHF | 297'079 CHF | 98.72% | 98.72% |
18.11.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 76'000 | 76'000 | 76'914 | 76'914 | 295'047 CHF | 295'817 CHF | 100.00% | 100.00% |
15.11.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 77'000 | 77'000 | 77'461 | 77'461 | 299'892 CHF | 300'667 CHF | 70.85% | 70.85% |
14.11.2024 | 0.26% | 3.94 CHF | 3.95 CHF | 76'000 | 76'000 | 75'584 | 75'584 | 297'590 CHF | 298'347 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 77'000 | 77'000 | 76'527 | 76'527 | 295'416 CHF | 296'182 CHF | 99.72% | 99.72% |
12.11.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 78'000 | 78'000 | 76'348 | 76'348 | 296'270 CHF | 297'034 CHF | 100.00% | 100.00% |
11.11.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 78'000 | 78'000 | 75'909 | 75'909 | 298'250 CHF | 299'010 CHF | 100.00% | 100.00% |
08.11.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 76'000 | 76'000 | 74'445 | 74'445 | 302'767 CHF | 303'512 CHF | 100.00% | 100.00% |
07.11.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 74'000 | 74'000 | 74'374 | 74'374 | 304'237 CHF | 304'982 CHF | 100.00% | 100.00% |